Package com.opengamma.financial.security.option

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


    final Security security = target.getTrade().getSecurity();
    if (!(security instanceof FXOptionSecurity)) {
      return false;
    }
    final FXOptionSecurity fxOption = (FXOptionSecurity) security;
    final Currency putCurrency = fxOption.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = fxOption.accept(ForexVisitors.getCallCurrencyVisitor());
    final String currencyPair = UnorderedCurrencyPair.of(putCurrency, callCurrency).getObjectId().getValue();
    if (getAllCurrencyPairs().contains(currencyPair)) {
      return true;
    }
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    if (!(security instanceof FXOptionSecurity)) {
      return false;
    }
    final FXOptionSecurity fxOption = (FXOptionSecurity) security;
    final Currency putCurrency = fxOption.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = fxOption.accept(ForexVisitors.getCallCurrencyVisitor());
    final String currencyPair = UnorderedCurrencyPair.of(putCurrency, callCurrency).getObjectId().getValue();
    if (getAllCurrencyPairs().contains(currencyPair)) {
      return true;
    }
    final String firstCcy = currencyPair.substring(0, 3);
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    final Security security = target.getTrade().getSecurity();
    if (!(security instanceof FXOptionSecurity)) {
      return false;
    }
    final FXOptionSecurity fxOption = (FXOptionSecurity) security;
    final Currency putCurrency = fxOption.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = fxOption.accept(ForexVisitors.getCallCurrencyVisitor());
    final String currencyPair = UnorderedCurrencyPair.of(putCurrency, callCurrency).getObjectId().getValue();
    if (getAllCurrencyPairs().contains(currencyPair)) {
      return true;
    }
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    if (!(security instanceof FXOptionSecurity)) {
      return false;
    }
    final FXOptionSecurity fxOption = (FXOptionSecurity) security;
    final Currency putCurrency = fxOption.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = fxOption.accept(ForexVisitors.getCallCurrencyVisitor());
    final String currencyPair = UnorderedCurrencyPair.of(putCurrency, callCurrency).getObjectId().getValue();
    if (getAllCurrencyPairs().contains(currencyPair)) {
      return true;
    }
    final String firstCcy = currencyPair.substring(0, 3);
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  }

  @Override
  protected String getCurrencyPair(final ComputationTarget target) {
    final FXOptionSecurity fxOption = (FXOptionSecurity) target.getTrade().getSecurity();
    final Currency putCurrency = fxOption.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = fxOption.accept(ForexVisitors.getCallCurrencyVisitor());
    return UnorderedCurrencyPair.of(putCurrency, callCurrency).getObjectId().getValue();
  }

}
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  @Override
  protected String getCurrencyPair(final ComputationTarget target) {
    final FXOptionSecurity fxOption = (FXOptionSecurity) target.getTrade().getSecurity();
    final Currency putCurrency = fxOption.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = fxOption.accept(ForexVisitors.getCallCurrencyVisitor());
    return UnorderedCurrencyPair.of(putCurrency, callCurrency).getObjectId().getValue();
  }

}
View Full Code Here

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