Package com.opengamma.analytics.financial.simpleinstruments.pricing

Examples of com.opengamma.analytics.financial.simpleinstruments.pricing.SimpleFutureDataBundleDeprecated


    if (spotObject == null) {
      throw new OpenGammaRuntimeException("Could not get market data for " + underlyingIdentifier);
    }
    final YieldAndDiscountCurve curve = (YieldAndDiscountCurve) curveObject;
    final double spot = (Double) spotObject;
    final SimpleFutureDataBundleDeprecated data = new SimpleFutureDataBundleDeprecated(curve, null, spot, 0., 0.);
    final SimpleInstrument instrument = security.accept(CONVERTER).toDerivative(now);
    final CurrencyAmount pv = instrument.accept(CALCULATOR, data);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .with(ValuePropertyNames.CURRENCY, pv.getCurrency().getCode()).get();
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