コード例 #1
0
 internal static BondFutureOptionSecurity sut2()
 {
     return(BondFutureOptionSecurity.builder().info(INFO2).currency(PRODUCT2.Currency).putCall(PUT).strikePrice(PRODUCT2.StrikePrice).expiryDate(PRODUCT2.ExpiryDate).expiryTime(PRODUCT2.ExpiryTime).expiryZone(PRODUCT2.ExpiryZone).premiumStyle(FutureOptionPremiumStyle.UPFRONT_PREMIUM).rounding(PRODUCT2.Rounding).underlyingFutureId(PRODUCT2.UnderlyingFuture.SecurityId).build());
 }
コード例 #2
0
 //-------------------------------------------------------------------------
 internal static BondFutureOptionSecurity sut()
 {
     return(BondFutureOptionSecurity.builder().info(INFO).currency(PRODUCT.Currency).putCall(CALL).strikePrice(PRODUCT.StrikePrice).expiryDate(PRODUCT.ExpiryDate).expiryTime(PRODUCT.ExpiryTime).expiryZone(PRODUCT.ExpiryZone).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).rounding(PRODUCT.Rounding).underlyingFutureId(PRODUCT.UnderlyingFuture.SecurityId).build());
 }