Examples of FxDigitalOptionTrade


Examples of com.opengamma.integration.tool.portfolio.xml.v1_0.jaxb.FxDigitalOptionTrade

  }

  //-------------------------------------------------------------------------
  @Override
  public ManageableSecurity[] extractSecurities() {
    FxDigitalOptionTrade trade = getTrade();
    Currency payoutCurrency = trade.getPayoutCurrency();
    FxOptionCalculator calculator = new FxOptionCalculator(trade, trade.getPayout(), payoutCurrency);

    ManageableSecurity security = new FXDigitalOptionSecurity(
        calculator.getPutCurrency(),
        calculator.getCallCurrency(),
        calculator.getPutAmount(),
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