예제 #1
0
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: @Override public com.google.common.collect.ImmutableSet<com.opengamma.strata.data.MarketDataId<?>> getVolatilityIds(com.opengamma.strata.product.SecurityId securityId)
        public ImmutableSet <MarketDataId <object> > getVolatilityIds(SecurityId securityId)
        {
            BondFutureVolatilitiesId id = volatilityIds.get(securityId);

            if (id == null)
            {
                throw new System.ArgumentException(msgSecurityNotFound(securityId));
            }
            return(ImmutableSet.of(id));
        }
예제 #2
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        //-------------------------------------------------------------------------
        public BondFutureVolatilities volatilities(SecurityId securityId, MarketData marketData)
        {
            BondFutureVolatilitiesId volatilityId = volatilityIds.get(securityId);

            if (volatilityId == null)
            {
                throw new MarketDataNotFoundException(msgSecurityNotFound(securityId));
            }
            return(marketData.getValue(volatilityId));
        }
예제 #3
0
 //-------------------------------------------------------------------------
 /// <summary>
 /// Obtains an instance based on a single mapping from security ID to volatility identifier.
 /// <para>
 /// The lookup provides volatilities for the specified security ID.
 ///
 /// </para>
 /// </summary>
 /// <param name="securityId">  the security ID </param>
 /// <param name="volatilityId">  the volatility identifier </param>
 /// <returns> the bond future options lookup containing the specified mapping </returns>
 public static DefaultBondFutureOptionMarketDataLookup of(SecurityId securityId, BondFutureVolatilitiesId volatilityId)
 {
     return(new DefaultBondFutureOptionMarketDataLookup(ImmutableMap.of(securityId, volatilityId)));
 }