Package com.opengamma.analytics.financial.instrument.future

Examples of com.opengamma.analytics.financial.instrument.future.InterestRateFutureOptionPremiumSecurityDefinition

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    final boolean isCall = security.getOptionType() == OptionType.CALL ? true : false;
    final boolean isMargined = security.isMargined();
    if (isMargined) {
      return new InterestRateFutureOptionMarginSecurityDefinition(underlyingFuture, expirationDate, strike, isCall);
    }
    return new InterestRateFutureOptionPremiumSecurityDefinition(underlyingFuture, expirationDate, strike, isCall);
  }
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    final boolean isCall = security.getOptionType() == OptionType.CALL ? true : false;
    final boolean isMargined = security.isMargined();
    if (isMargined) {
      return new InterestRateFutureOptionMarginSecurityDefinition(underlyingFuture, expirationDate, strike, isCall);
    }
    return new InterestRateFutureOptionPremiumSecurityDefinition(underlyingFuture, expirationDate, strike, isCall);
  }
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    if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
      final InterestRateFutureOptionMarginSecurityDefinition underlyingOption = (InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
      return new InterestRateFutureOptionMarginTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
    }
    final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption = (InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
    return new InterestRateFutureOptionPremiumTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
  }
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    ArgumentChecker.notNull(tradePrice, "IRFutureOption trade must have a premium set. The interpretation of premium is the market price, without unit, i.e. not %");
    if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
      final InterestRateFutureOptionMarginSecurityDefinition underlyingOption = (InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
      return new InterestRateFutureOptionMarginTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
    }
    final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption = (InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
    return new InterestRateFutureOptionPremiumTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
  }
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Related Classes of com.opengamma.analytics.financial.instrument.future.InterestRateFutureOptionPremiumSecurityDefinition

  • com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureOptionPremiumSecurity
  • com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureSecurity
  • com.opengamma.financial.analytics.conversion.InterestRateFutureOptionSecurityConverter
  • com.opengamma.financial.analytics.conversion.InterestRateFutureOptionSecurityConverterDeprecated
  • com.opengamma.financial.analytics.conversion.InterestRateFutureOptionTradeConverter
  • com.opengamma.financial.analytics.conversion.InterestRateFutureOptionTradeConverterDeprecated
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