Examples of EuropeanExerciseType

com.opengamma.financial.security.option.EuropeanExerciseType
The European exercise type.

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

  }


  private Collection<FinancialSecurity> getSwaptions() {
    final List<FinancialSecurity> securities = new ArrayList<FinancialSecurity>();
    final int year = TODAY.getYear();
    final EuropeanExerciseType europeanExerciseType = new EuropeanExerciseType();
    final SwapSecurity swap1 = new SwapSecurity(
        ZonedDateTime.of(LocalDateTime.of(year + 1, 6, 1, 1, 0), ZoneOffset.UTC),
        ZonedDateTime.of(LocalDateTime.of(year + 1, 6, 1, 1, 0), ZoneOffset.UTC),
        ZonedDateTime.of(LocalDateTime.of(year + 11, 6, 1, 1, 0), ZoneOffset.UTC),
        "Cpty",

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

        1000000, 
        1000000,
        new Expiry(ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 1, 1, 6, 11, 0), ZoneOffset.UTC)),
        ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 1, 1, 6, 11, 0), ZoneOffset.UTC),
        true, 
        new EuropeanExerciseType());
    vanilla1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    vanilla1.setName("FX vanilla option, put USD 1000000, receive EUR 1000000, maturity=" + vanilla1.getSettlementDate().toLocalDate());
    final FXOptionSecurity vanilla2 = new FXOptionSecurity(Currency.EUR, 
        Currency.USD, 
        1500000,
        1000000,
        new Expiry(ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 2, 1, 6, 11, 0), ZoneOffset.UTC)),
        ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 2, 1, 6, 11, 0), ZoneOffset.UTC),
        true,
        new EuropeanExerciseType());
    vanilla2.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    vanilla2.setName("FX vanilla option, put EUR 1500000, receive USD 1000000, maturity=" + vanilla2.getSettlementDate().toLocalDate());
    final FXBarrierOptionSecurity barrier1 = new FXBarrierOptionSecurity(Currency.USD,
        Currency.EUR,
        1000000,

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

    OptionType optionType = OptionType.CALL;
    double strike = 1100.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2010, 12, 18));
    ExternalId underlyingUniqueID = ExternalSchemes.bloombergBuidSecurityId("EI09SPX");
    
    final EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(optionType, strike, USD, underlyingUniqueID, new EuropeanExerciseType(), expiry, 100.0, "US");


    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX5801809-0-8980"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId(SPX_INDEX_OPTION_TICKER));
    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));

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

    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));

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

    sb.append("/");
    sb.append(callCurrency);
    sb.append(" @ ");
    sb.append(FORMATTER.format(strike));
    final FXOptionSecurity fxOption = new FXOptionSecurity(putCurrency, callCurrency, putAmount, callAmount, new Expiry(expiryDate), expiryDate.plusDays(2),
        random.nextBoolean(), new EuropeanExerciseType());
    fxOption.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    fxOption.setName(sb.toString());
    return fxOption;
  }

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

  @Produces(MediaType.APPLICATION_JSON)
  public String getExerciseTypes() {
    ImmutableList<ExerciseType> exerciseTypes = ImmutableList.<ExerciseType>of(/*new AmericanExerciseType(),
                                                                 new AsianExerciseType(),
                                                                 new BermudanExerciseType(),*/
                                                                 new EuropeanExerciseType());
    return convertToJsonArray(ExerciseType.class, exerciseTypes.iterator());
  }

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