Package com.opengamma.financial.security.future

Examples of com.opengamma.financial.security.future.CommodityFutureSecurity.accept()

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    final ZonedDateTime expiry = underlyingSecurity.getExpiry().getExpiry();
    final boolean isCall = (commodityOption.getOptionType().equals(OptionType.CALL));
    final ExerciseDecisionType exerciseType = commodityOption.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    if (underlyingSecurity instanceof AgricultureFutureSecurity) {
      final AgricultureFutureDefinition underlyingDefinition = (AgricultureFutureDefinition) underlyingSecurity.accept(_futureSecurityConverter);
      return new AgricultureFutureOptionDefinition(expiry,
          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
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          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
    } else if (underlyingSecurity instanceof EnergyFutureSecurity) {
      final EnergyFutureDefinition underlyingDefinition = (EnergyFutureDefinition) underlyingSecurity.accept(_futureSecurityConverter);
      return new EnergyFutureOptionDefinition(expiry,
          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
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          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
    } else if (underlyingSecurity instanceof MetalFutureSecurity) {
      final MetalFutureDefinition underlyingDefinition = (MetalFutureDefinition) underlyingSecurity.accept(_futureSecurityConverter);
      return new MetalFutureOptionDefinition(expiry,
          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
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