Examples of Expiry

com.opengamma.util.time.Expiry
An indication of when something expires.
org.xrace.desjardins.trx.Expiry
Class Expiry. @version $Revision$ $Date$
se.jbee.inject.Expiry
How frequently do instances expire (become garbage, are not used any longer). @author Jan Bernitt (jan@jbee.se)

Examples of com.opengamma.util.time.Expiry

    return security;
  }


  public static EquityOptionSecurity getEquityOptionSecurity() {
    final UniqueId underlyingId = getEquitySecurity().getUniqueId();
    final EquityOptionSecurity security = new EquityOptionSecurity(OptionType.CALL, 400, EUR, ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), new AmericanExerciseType(), new Expiry(DateUtils.getUTCDate(2015, 1, 1)), 20, SETTLEMENT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "574"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "23498"));
    return security;
  }


  public static FXBarrierOptionSecurity getFXBarrierOptionSecurity() {
    final FXBarrierOptionSecurity security = new FXBarrierOptionSecurity(EUR, USD, 10000, 12000, new Expiry(DateUtils.getUTCDate(2013, 7, 1)),
        DateUtils.getUTCDate(2013, 7, 3), BarrierType.DOWN, BarrierDirection.KNOCK_OUT, MonitoringType.CONTINUOUS, SamplingFrequency.CONTINUOUS, 1.1, false);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "321"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "321"));
    return security;
  }


  public static FXDigitalOptionSecurity getFXDigitalOptionSecurity() {
    final FXDigitalOptionSecurity security = new FXDigitalOptionSecurity(USD, EUR, 12000, 10000, EUR, new Expiry(DateUtils.getUTCDate(2014, 1, 1)), DateUtils.getUTCDate(2014, 1, 3), false);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "321"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    return security;
  }


  public static FxFutureOptionSecurity getFXFutureOptionSecurity() {
    final UniqueId underlyingId = getEnergyFutureSecurity().getUniqueId();
    final FxFutureOptionSecurity security = new FxFutureOptionSecurity(SETTLEMENT, TRADING, new Expiry(DateUtils.getUTCDate(2013, 1, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, EUR, 120, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9595"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9595"));
    return security;
  }


  public static FXFutureSecurity getFXFutureSecurity() {
    final FXFutureSecurity security = new FXFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 12, 1)), TRADING, SETTLEMENT, EUR, 100, USD, EUR, "Currency");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "987"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "987"));
    return security;
  }


  public static FXOptionSecurity getFXOptionSecurity() {
    final FXOptionSecurity security = new FXOptionSecurity(EUR, USD, 1200, 1000, new Expiry(DateUtils.getUTCDate(2015, 1, 1)), DateUtils.getUTCDate(2015, 1, 3), false, new AmericanExerciseType());
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "54"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "54"));
    return security;
  }


  public static GovernmentBondSecurity getGovernmentBondSecurity() {
    final GovernmentBondSecurity security = new GovernmentBondSecurity("US", "US", "US", "US", USD, SimpleYieldConvention.TRUE, new Expiry(DateUtils.getUTCDate(2020, 1, 1)),
        "Coupon", 0.01, PeriodFrequency.SEMI_ANNUAL,
        DC, DateUtils.getUTCDate(2010, 1, 1), DateUtils.getUTCDate(2010, 1, 1), DateUtils.getUTCDate(2010, 1, 1), 100., 300, 1, 1, 100, 1);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "78"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "78"));
    return security;
  }


  public static IndexFutureSecurity getIndexFutureSecurity() {
    final IndexFutureSecurity security = new IndexFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 12, 1)), TRADING, SETTLEMENT, EUR, 1000, "Equity Index");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "2345"));
    return security;
  }

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Examples of com.opengamma.util.time.Expiry

    return security;
  }


  public static IRFutureOptionSecurity getInterestRateFutureOptionSecurity() {
    final UniqueId underlyingId = getIndexFutureSecurity().getUniqueId();
    final IRFutureOptionSecurity security = new IRFutureOptionSecurity(TRADING, new Expiry(DateUtils.getUTCDate(2013, 11, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, false, EUR, 97, OptionType.PUT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "897"));
    return security;
  }

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Examples of org.xrace.desjardins.trx.Expiry

    {
      @Override
      public java.lang.Object getValue(java.lang.Object object)
          throws IllegalStateException
      {
        Expiry target = (Expiry) object;
        return target.getYear();
      }


      @Override
      public void setValue(java.lang.Object object, java.lang.Object value)
          throws IllegalStateException, IllegalArgumentException
      {
        try
        {
          Expiry target = (Expiry) object;
          target.setYear((java.lang.String) value);
        }
        catch (java.lang.Exception ex)
        {
          throw new IllegalStateException(ex.toString());
        }
      }


      @Override
      public java.lang.Object newInstance(java.lang.Object parent)
      {
        return null;
      }
    };
    desc.setSchemaType("string");
    desc.setHandler(handler);
    desc.setRequired(true);
    desc.setMultivalued(false);
    addFieldDescriptor(desc);
    addSequenceElement(desc);


    //-- validation code for: _year
    fieldValidator = new org.exolab.castor.xml.FieldValidator();
    fieldValidator.setMinOccurs(1);
    { //-- local scope
      org.exolab.castor.xml.validators.StringValidator typeValidator;
      typeValidator = new org.exolab.castor.xml.validators.StringValidator();
      fieldValidator.setValidator(typeValidator);
      typeValidator.addPattern("\\d{2}");
      typeValidator.setWhiteSpace("preserve");
    }
    desc.setValidator(fieldValidator);
    //-- _month
    desc = new org.exolab.castor.xml.util.XMLFieldDescriptorImpl(
        java.lang.String.class, "_month", "month",
        org.exolab.castor.xml.NodeType.Element);
    desc.setImmutable(true);
    handler = new org.exolab.castor.xml.XMLFieldHandler()
    {
      @Override
      public java.lang.Object getValue(java.lang.Object object)
          throws IllegalStateException
      {
        Expiry target = (Expiry) object;
        return target.getMonth();
      }


      @Override
      public void setValue(java.lang.Object object, java.lang.Object value)
          throws IllegalStateException, IllegalArgumentException
      {
        try
        {
          Expiry target = (Expiry) object;
          target.setMonth((java.lang.String) value);
        }
        catch (java.lang.Exception ex)
        {
          throw new IllegalStateException(ex.toString());
        }

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