Examples of GreekDataBundle


Examples of com.opengamma.analytics.financial.riskfactor.GreekDataBundle

        throw new NullPointerException("Could not get value for " + underlying + " for security " + security);
      } else {
        underlyingData.put(underlying, underlyingValue);
      }
    }
    final GreekDataBundle dataBundle = new GreekDataBundle(greekResultCollection, underlyingData, tradeData);
    final Map<ValueGreek, Double> sensitivities = _converter.evaluate(dataBundle);
    final Set<ComputedValue> results = new HashSet<ComputedValue>();
    ValueGreek valueGreek;
    Double valueGreekResult;
    ValueSpecification resultSpecification;
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Examples of com.opengamma.analytics.financial.riskfactor.GreekDataBundle

        throw new IllegalArgumentException("Can only handle Double greeks.");
      }
      greek = AvailableGreeks.getGreekForValueRequirementName(valueName);
      greekResultCollection.put(greek, (Double) greekResult);
    }
    final GreekDataBundle dataBundle = new GreekDataBundle(greekResultCollection, null, new OptionTradeData(target.getPosition().getQuantity().doubleValue(), 25));
    final Map<PositionGreek, Double> positionGreeks = _converter.evaluate(dataBundle);
    final Set<ComputedValue> results = new HashSet<ComputedValue>();
    PositionGreek positionGreek;
    Double positionGreekResult;
    ValueSpecification resultSpecification;
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