BarrierDirection.KNOCK_OUT,
MonitoringType.CONTINUOUS,
SamplingFrequency.DAILY_CLOSE,
1.5,
true);
barrier1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
barrier1.setName("FX single barrier up knock-out option, put USD 1000000, receive EUR 1000000, maturity=" + barrier1.getSettlementDate().toLocalDate() + ", barrier=1.5 EUR/USD");
securities.add(vanilla1);
securities.add(vanilla2);
securities.add(barrier1);
return securities;