Examples of BloombergFutureOptionVolatilitySurfaceInstrumentProvider


Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFutureOptionVolatilitySurfaceInstrumentProvider

      //final String postfix = BloombergDataUtils.splitTickerAtMarketSector(ticker).getSecond();
      String underlyingOptChainTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), tickerParser.getTypeName());
      final String name = BBG_SURFACE_PREFIX + tickerParser.getSymbol() + "_" + security.getCurrency().getCode() + "_" + InstrumentTypeProperties.BOND_FUTURE_OPTION;
      if (!_knownVolSpecNames.contains(name)) {
        s_logger.info("Creating VolatilitySurfaceSpecification \"{}\"", name);
        final BloombergFutureOptionVolatilitySurfaceInstrumentProvider surfaceInstrumentProvider =
            new BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider(tickerParser.getSymbol(), tickerParser.getTypeName(), FIELD_NAME_VOL, getSpot(underlyingOptChainTicker),
                security.getTradingExchange());
        createVolatilitySpecification(security.getCurrency().getUniqueId(), name, surfaceInstrumentProvider);
      }
      createvolatilityDefinition(underlyingOptChainTicker, name, security.getCurrency().getUniqueId());
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