Package com.opengamma.financial.security.future

Examples of com.opengamma.financial.security.future.InterestRateFutureSecurity.addExternalId()


      final String year = Integer.toString(expiry.getExpiry().getYear() - 2010);
      final String code = "ER" + letter + year;
      final FutureSecurity security = new InterestRateFutureSecurity(expiry, "XLIF", "XLIF", CURRENCY, 2500, EURIBOR_3M, "Interest rate");
      security.setName(code);
      security.setExternalIdBundle(ExternalIdBundle.of(ExternalSchemes.bloombergTickerSecurityId(code)));
      security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
      securities.add(security);
      amounts[i] = 50 - random.nextInt(100);
      prices[i] = 1 - (1e-5 + random.nextDouble() / 100.);
    }
    return securities;
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    final Currency currency = currency();
    final double unitAmount = 0;
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "EUR003M Index");
    final String category = "category";
    final InterestRateFutureSecurity security = new InterestRateFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, underlyingIdentifier, category);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "ERM4 Comdty"));
    store(security);
    return security;
  }

  public ManageablePortfolioNode createInterestRateFutureNode() {
View Full Code Here

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