Examples of vomma()


Examples of com.opengamma.analytics.financial.equity.option.EquityIndexOptionBlackMethod.vomma()

      final Set<ValueRequirement> desiredValues, final ComputationTargetSpecification targetSpec, final ValueProperties resultProperties) {
    final ValueSpecification resultSpec = new ValueSpecification(getValueRequirementNames()[0], targetSpec, resultProperties);
    final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
    double sum = 0.0;
    for (final EquityIndexOption derivative : vanillaOptions) {
      sum += model.vomma(derivative, market);
    }
    return Collections.singleton(new ComputedValue(resultSpec, sum));
  }

}
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