Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity.accept()

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    //      return null;
    //    }
    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final CreditSecurityToIdentifierVisitor identifierVisitor = new CreditSecurityToIdentifierVisitor(securitySource);
    final CreditDefaultSwapOptionSecurity security = (CreditDefaultSwapOptionSecurity) target.getSecurity();
    final String spreadCurveName = security.accept(identifierVisitor).getUniqueId().getValue();
    //TODO need to handle surface data as well
    final ComputationTargetSpecification currencyTarget = ComputationTargetSpecification.of(FinancialSecurityUtils.getCurrency(target.getSecurity()));
    final String yieldCurveName = Iterables.getOnlyElement(yieldCurveNames);
    final String yieldCurveCalculationConfigName = Iterables.getOnlyElement(yieldCurveCalculationConfigNames);
    final String yieldCurveCalculationMethodName = Iterables.getOnlyElement(yieldCurveCalculationMethodNames);
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    //    final String volatilitySurfaceName = Iterables.getOnlyElement(volatilitySurfaceNames);
    //    final ValueProperties volatilityProperties = ValueProperties.builder()
    //        .with(SURFACE, volatilitySurfaceName)
    //        .get();
    //    final ValueRequirement volSurfaceRequirement = new ValueRequirement(ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA, ComputationTargetSpecification.NULL, volatilityProperties);
    final CdsRecoveryRateIdentifier recoveryRateIdentifier = security.accept(new CreditSecurityToRecoveryRateVisitor(securitySource));
    final ValueRequirement recoveryRateRequirement = new ValueRequirement("PX_LAST", ComputationTargetType.PRIMITIVE, recoveryRateIdentifier.getExternalId());
    return Sets.newHashSet(yieldCurveRequirement, creditSpreadCurveRequirement, hazardRateCurveRequirement, recoveryRateRequirement); //, volSurfaceRequirement);
  }

  @Override
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    final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(executionContext);
    final OrganizationSource organizationSource = OpenGammaExecutionContext.getOrganizationSource(executionContext);
    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final CreditDefaultSwapOptionSecurityConverter converter = new CreditDefaultSwapOptionSecurityConverter(securitySource, holidaySource, regionSource, organizationSource);
    final CreditDefaultSwapOptionSecurity security = (CreditDefaultSwapOptionSecurity) target.getSecurity();
    final CreditDefaultSwapOptionDefinition cdsOption = security.accept(converter);
    final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
    if (yieldCurveObject == null) {
      throw new OpenGammaRuntimeException("Could not get yield curve");
    }
    final Object spreadCurveObject = inputs.getValue(ValueRequirementNames.CREDIT_SPREAD_CURVE);
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