Package com.opengamma.financial.analytics.volatility.surface

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


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