Examples of OtcEquityIndexOptionTrade


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

  }

  //-------------------------------------------------------------------------
  @Override
  public ManageableSecurity[] extractSecurities() {
    OtcEquityIndexOptionTrade trade = getTrade();
    EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(
        trade.getOptionType(),
        trade.getStrike().doubleValue(),
        trade.getNotionalCurrency(),
        trade.getUnderlyingId().toExternalId(),
        trade.getExerciseType().convert(),
        new Expiry(convertLocalDate(trade.getExpiryDate())),
        1,
        "OTC");
    return securityArray(addIdentifier(security));
  }
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