Examples of AgricultureFuture

Examples of com.opengamma.analytics.financial.commodity.derivative.AgricultureFuture

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  @Override
  public AgricultureFuture toDerivative(final ZonedDateTime date, final Double referencePrice) {
    ArgumentChecker.inOrderOrEqual(date, this.getExpiryDate(), "date", "expiry date");
    final double timeToFixing = TimeCalculator.getTimeBetween(date, this.getExpiryDate());
    final double timeToSettlement = TimeCalculator.getTimeBetween(date, this.getSettlementDate());
    return new AgricultureFuture(timeToFixing, getUnderlying(), getUnitAmount(), getFirstDeliveryDate(), getLastDeliveryDate(), getAmount(), getUnitName(), getSettlementType(),
        timeToSettlement, referencePrice, getCurrency());
  }
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Examples of com.opengamma.analytics.financial.commodity.derivative.AgricultureFuture

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  @Override
  public AgricultureFuture toDerivative(final ZonedDateTime date) {
    ArgumentChecker.inOrderOrEqual(date, this.getExpiryDate(), "date", "expiry date");
    final double timeToFixing = TimeCalculator.getTimeBetween(date, this.getExpiryDate());
    final double timeToSettlement = TimeCalculator.getTimeBetween(date, this.getSettlementDate());
    return new AgricultureFuture(timeToFixing, getUnderlying(), getUnitAmount(), getFirstDeliveryDate(), getLastDeliveryDate(), getAmount(), getUnitName(), getSettlementType(), timeToSettlement,
        getReferencePrice(), getCurrency());
  }
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