Examples of EquityIndexDividendFutureOptionSecurity

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

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    assertNull(ids);
  }

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_DIVIDEND_FUTURE_OPTION_X"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureSecurity underlying = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Equity Index"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    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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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    assertNull(ids);
  }

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    OptionType optionType = OptionType.CALL;
    double strike = 100.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 12, 20));
    ExternalId underlyingUniqueID = ExternalSchemes.bloombergBuidSecurityId("IX6817069-0");

    final EquityIndexDividendFutureOptionSecurity security = new EquityIndexDividendFutureOptionSecurity(
        "EUX", expiry, new EuropeanExerciseType(), underlyingUniqueID, 100.0, true, EUR, strike, optionType);

    Set<ExternalId> identifiers = ImmutableSet.of(
        ExternalSchemes.bloombergBuidSecurityId("IX10363934-0-8C80"),
        ExternalSchemes.bloombergTickerSecurityId("DEDZ3C 100.00 Index"));
    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    security.setUniqueId(BloombergSecurityProvider.createUniqueId("IX10363934-0-8C80"));
    security.setName("DEDZ3C 2013-12-20 C 100.0");
    return security;
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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      @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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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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  @Override
  public EquityIndexDividendFutureOptionSecurity createSecurity(OperationContext context, EquityIndexDividendFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
   
    EquityIndexDividendFutureOptionSecurity sec = new EquityIndexDividendFutureOptionSecurity(bean.getExchange().getName(),
        expiryBeanToExpiry(bean.getExpiry()),
        exerciseType,
        externalIdBeanToExternalId(bean.getUnderlying()),
        bean.getPointValue(),
        bean.getMargined(),
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