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

      //      final String postfix = BloombergDataUtils.splitTickerAtMarketSector(ticker).getSecond();
      String underlyingOptChainTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), tickerParser.getTypeName());
      final String name = BBG_PREFIX + tickerParser.getSymbol() + "_" + security.getCurrency().getCode() + "_" + InstrumentTypeProperties.COMMODITY_FUTURE_PRICE;
      if (!_knownCurveSpecNames.contains(name)) {
        s_logger.info("Creating FuturePriceCurveSpecification \"{}\"", name);
        final BloombergCommodityFuturePriceCurveInstrumentProvider curveInstrumentProvider =
            new BloombergCommodityFuturePriceCurveInstrumentProvider(tickerParser.getSymbol(), tickerParser.getTypeName(), FIELD_NAME_PRICE, ExternalSchemes.BLOOMBERG_TICKER_WEAK.getName());
        createFuturePriceCurveSpecification(security.getCurrency(), name, curveInstrumentProvider);
      }
      createFuturePriceCurveDefinition(underlyingOptChainTicker, name, security.getCurrency());
      return null;
    }

    return message;
  }


  @Override
  public BloombergCommodityFuturePriceCurveInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    return new BloombergCommodityFuturePriceCurveInstrumentProvider(message.getString("futurePrefix"),
        message.getString("postfix"),
        message.getString("dataFieldName"),
        message.getString("tickerScheme"));
  }

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

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