Examples of FXDigitalOptionSecurity

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

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    Currency putCurrency = currencyBeanToCurrency(bean.getPutCurrency());
    Currency callCurrency = currencyBeanToCurrency(bean.getCallCurrency());
    Currency paymentCurrency = currencyBeanToCurrency(bean.getPaymentCurrency());
    Expiry expiry = expiryBeanToExpiry(bean.getExpiry());
    ZonedDateTime settlementDate = Converters.zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    FXDigitalOptionSecurity sec = new FXDigitalOptionSecurity(putCurrency, callCurrency, bean.getPutAmount(), bean.getCallAmount(), paymentCurrency, expiry, settlementDate, bean.getIsLong());
    return sec;
  }
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Examples of com.opengamma.financial.security.option.FXDigitalOptionSecurity

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

  @Test
  public void testFXDigitalOptionSecurity() {
    final FXDigitalOptionSecurity security = ExposureFunctionTestHelper.getFXDigitalOptionSecurity();
    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.FXDigitalOptionSecurity

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    assertNull(ids);
  }

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

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    assertNull(ids);
  }

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

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    assertNull(ids);
  }

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

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    assertNull(ids);
  }

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

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  protected ValueRequirement getMarketDataRequirement(FinancialSecurity security) {
    if (security instanceof FXBarrierOptionSecurity) {
      final FXBarrierOptionSecurity barrierOption = (FXBarrierOptionSecurity) security;
      return ConventionBasedFXRateFunction.getSpotRateRequirement(barrierOption.getCallCurrency(), barrierOption.getPutCurrency());
    } else if (security instanceof FXDigitalOptionSecurity) {
      final FXDigitalOptionSecurity digitalOption = (FXDigitalOptionSecurity) security;
      return ConventionBasedFXRateFunction.getSpotRateRequirement(digitalOption.getCallCurrency(), digitalOption.getPutCurrency());
    } else {
      throw new OpenGammaRuntimeException("Got unexpected security type " + security);
    }

  }
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Examples of com.opengamma.financial.security.option.FXDigitalOptionSecurity

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  public double getBarrierLevel(FinancialSecurity security) {
    // yes this should be a visitor
    if (security instanceof FXBarrierOptionSecurity) {
      return ((FXBarrierOptionSecurity) security).getBarrierLevel();
    } else if (security instanceof FXDigitalOptionSecurity) {
      final FXDigitalOptionSecurity digitalSecurity = (FXDigitalOptionSecurity) security;
      return digitalSecurity.getCallAmount() / digitalSecurity.getPutAmount();
    } else {
      throw new OpenGammaRuntimeException("Got unexpected security type " + security);
    }
  }
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