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

    String postfix = message.getString(POSTFIX_FIELD_NAME);
    String dataFieldName = message.getString(DATA_FIELD_NAME);
    String schemeName = message.getString(SCHEME_NAME);
    final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME);
    final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME);
    return new BloombergCommodityFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId, schemeName);
  }

      //      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.COMMODITY_FUTURE_OPTION;
      if (!_knownVolSpecNames.contains(name)) {
        s_logger.info("Creating VolatilitySurfaceSpecification \"{}\"", name);
        final BloombergCommodityFutureOptionVolatilitySurfaceInstrumentProvider surfaceInstrumentProvider =
            new BloombergCommodityFutureOptionVolatilitySurfaceInstrumentProvider(tickerParser.getSymbol(), tickerParser.getTypeName(), FIELD_NAME_VOL, getSpot(underlyingOptChainTicker),
                security.getTradingExchange());
        createVolatilitySpecification(security.getCurrency().getUniqueId(), name, surfaceInstrumentProvider);
      }
      createvolatilityDefinition(underlyingOptChainTicker, name, security.getCurrency().getUniqueId());
      return null;

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

Related Classes of com.opengamma.financial.analytics.volatility.surface.BloombergCommodityFutureOptionVolatilitySurfaceInstrumentProvider