Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.CommodityFutureOptionSecurity

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  @Test
  public void testEnergyFutureOptionSecurity() {
    final EnergyFutureSecurity underlying = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Energy"), ids.get(0));
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testEnergyFutureOptionSecurity() {
    final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testEnergyFutureOptionSecurity() {
    final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    double strike = 0.2425;
    double pointValue = 1000;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 2, 19));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("CHH3 Comdty");
    final String exchange = "NYM";
    final CommodityFutureOptionSecurity security = new CommodityFutureOptionSecurity(
        exchange, exchange, expiry, new AmericanExerciseType(), underlyingID, pointValue, USD, strike, optionType);

    Set<ExternalId> identifiers = ImmutableSet.of(
        ExternalSchemes.bloombergBuidSecurityId("IX12576261-0-8308"),
        ExternalSchemes.bloombergTickerSecurityId("CHH3C 24.25 Comdty"));
    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    security.setUniqueId(BloombergSecurityProvider.createUniqueId("IX12576261-0-8308"));
    security.setName("CHH3C 2013-02-19 C 24.25");
    return security;
  }
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      }

      @Override
      public Void visitCommodityFutureOptionSecurity(CommodityFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof CommodityFutureOptionSecurity);
        CommodityFutureOptionSecurity actual = (CommodityFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
       
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitFxFutureOptionSecurity(FxFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof FxFutureOptionSecurity);
        FxFutureOptionSecurity actual = (FxFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexDividendFutureOptionSecurity(EquityIndexDividendFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexDividendFutureOptionSecurity);
        EquityIndexDividendFutureOptionSecurity actual = (EquityIndexDividendFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexFutureOptionSecurity);
        EquityIndexFutureOptionSecurity actual = (EquityIndexFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
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  @Override
  public CommodityFutureOptionSecurity createSecurity(OperationContext context, CommodityFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());

    CommodityFutureOptionSecurity sec = new CommodityFutureOptionSecurity(
      bean.getTradingExchange().getName(),
      bean.getSettlementExchange().getName(),
      expiryBeanToExpiry(bean.getExpiry()),
      exerciseType,
      externalIdBeanToExternalId(bean.getUnderlying()),
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Related Classes of com.opengamma.financial.security.option.CommodityFutureOptionSecurity

  • com.opengamma.bbg.loader.BloombergSecurityLoaderTest
  • com.opengamma.bbg.loader.CommodityFutureOptionLoader
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.RegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndSettlementExchangeExposureFunctionTest
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