Package com.opengamma.financial.analytics.conversion

Examples of com.opengamma.financial.analytics.conversion.FutureTradeConverter.convert()


        final Security security = trade.getSecurity();
        final InstrumentDefinition<?> definition;
        if (security instanceof IRFutureOptionSecurity) {
          definition = optionTradeToTxnDefnConverter.convert(trade)
        } else {
          definition = futureTradeConverter.convert(trade)
        }
        final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
        final InstrumentDerivative derivative = definitionConverter.convert(security, definition, now, timeSeries);
        final Double price = derivative.accept(s_priceVisitor);
        final ValueSpecification spec = new ValueSpecification(MARGIN_PRICE, target.toSpecification(), desiredValue.getConstraints().copy().get());
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          final Security security = trade.getSecurity();
          Set<ValueRequirement> tsRequirements = null;
          if (security instanceof IRFutureOptionSecurity) {
            tsRequirements = definitionConverter.getConversionTimeSeriesRequirements(security, optionTradeToTxnDefnConverter.convert(trade));
          } else {
            tsRequirements = definitionConverter.getConversionTimeSeriesRequirements(security, futureTradeConverter.convert(trade));
          }
          if (tsRequirements == null) {
            return null;
          }
          return tsRequirements;
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