Examples of EquityIndexFutureOptionDefinition


Examples of com.opengamma.analytics.financial.equity.option.EquityIndexFutureOptionDefinition

    final double strike = security.getStrike();
    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    final boolean isCall = security.getOptionType() == OptionType.CALL;
    final double pointValue = security.getPointValue();
    // FIXME Need the true referencePrice. 0.0 is just a stub as this converter acts upon a FinancialSecurity, not a Trade.
    return new EquityIndexFutureOptionDefinition(expiryDate, underlying, strike, exerciseType, isCall, pointValue, 0.0);

  }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.