//-------------------------------------------------------------------------
@Override
public ManageableSecurity[] extractSecurities() {
ExternalId region = null;
boolean parameterizedAsVariance = false; // distinguishes vega or variance strike/notional
EquityVarianceSwapTrade trade = getTrade();
EquityVarianceSwapSecurity security = new EquityVarianceSwapSecurity(
trade.getUnderlying().toExternalId(),
trade.getCurrency(),
trade.getStrike().doubleValue(),
trade.getVegaAmount().doubleValue(),
parameterizedAsVariance,
trade.getAnnualizationFactor(),
convertLocalDate(trade.getObservationStartDate()),
convertLocalDate(trade.getObservationEndDate()),
/*convertLocalDate(trade.getPremiumSettlementDate())*/
null,
region,
SimpleFrequencyFactory.INSTANCE.getFrequency(trade.getObservationfrequency()));
return securityArray(addIdentifier(security));
}