Package com.opengamma.financial.security.option

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

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        1000000,
        new Expiry(ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 1, 1, 6, 11, 0), ZoneOffset.UTC)),
        ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 1, 1, 6, 11, 0), ZoneOffset.UTC),
        true,
        new EuropeanExerciseType());
    vanilla1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    vanilla1.setName("FX vanilla option, put USD 1000000, receive EUR 1000000, maturity=" + vanilla1.getSettlementDate().toLocalDate());
    final FXOptionSecurity vanilla2 = new FXOptionSecurity(Currency.EUR,
        Currency.USD,
        1500000,
        1000000,
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        1000000,
        new Expiry(ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 2, 1, 6, 11, 0), ZoneOffset.UTC)),
        ZonedDateTime.of(LocalDateTime.of(TODAY.getYear() + 2, 1, 6, 11, 0), ZoneOffset.UTC),
        true,
        new EuropeanExerciseType());
    vanilla2.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    vanilla2.setName("FX vanilla option, put EUR 1500000, receive USD 1000000, maturity=" + vanilla2.getSettlementDate().toLocalDate());
    final FXBarrierOptionSecurity barrier1 = new FXBarrierOptionSecurity(Currency.USD,
        Currency.EUR,
        1000000,
        1000000,
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    sb.append(callCurrency);
    sb.append(" @ ");
    sb.append(FORMATTER.format(strike));
    final FXOptionSecurity fxOption = new FXOptionSecurity(putCurrency, callCurrency, putAmount, callAmount, new Expiry(expiryDate), expiryDate.plusDays(2),
        random.nextBoolean(), new EuropeanExerciseType());
    fxOption.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    fxOption.setName(sb.toString());
    return fxOption;
  }

  private LocalDate getTradeDate(final Random random, final Currency ccy) {
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