Beispiel #1
0
        // create an options trade where the security is looked up in reference data
        private static Trade createOptionTrade1()
        {
            TradeInfo tradeInfo = TradeInfo.builder().addAttribute(AttributeType.DESCRIPTION, "20 x Call on Euro-Bund Mar14").counterparty(StandardId.of("mn", "Dealer G")).settlementDate(LocalDate.of(2013, 1, 15)).build();

            return(SecurityTrade.of(tradeInfo, OGBL_MAR14_C150_ID, 20, 1.6));
        }
Beispiel #2
0
        //-----------------------------------------------------------------------
        // create a futures trade where the security is looked up in reference data
        private static Trade createFutureTrade1()
        {
            TradeInfo tradeInfo = TradeInfo.builder().addAttribute(AttributeType.DESCRIPTION, "20 x Euro-Bund Mar14").counterparty(StandardId.of("mn", "Dealer G")).settlementDate(LocalDate.of(2013, 12, 15)).build();

            return(SecurityTrade.of(tradeInfo, FGBL_MAR14_ID, 20, 99.550));
        }