Package com.opengamma.analytics.financial.equity.future.derivative

Examples of com.opengamma.analytics.financial.equity.future.derivative.EquityIndexDividendFuture.accept()


    final EquityIndexDividendFuture eidf = new EquityIndexDividendFuture(fixing, settlement, 95., Currency.JPY, 10);

    final double currentPrice = 100.0;
    final SimpleFutureDataBundle dataBundle = new SimpleFutureDataBundle(null, currentPrice, null, null, null);
    // FIXME Case - presentValue needs discounting..
    final double pv = eidf.accept(PVC, dataBundle);
    assertEquals(50.0, pv, 1e-12);

  }
}
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