Package com.opengamma.financial.security.option

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


    final boolean margined = bool();
    final Currency currency = Currency.USD; // currency(); // Only got a USD surface at the moment
    final double strike = 0;
    final OptionType optionType = optionType();
    final IRFutureOptionSecurity security = new IRFutureOptionSecurity(exchange, expiry, exerciseType, underlyingIdentifier, pointValue, margined, currency, strike, optionType);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index"));
    store(security);
    return security;
  }

  public ManageablePortfolioNode createIRFutureOptionNode() {
View Full Code Here

TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.