Java VolatilitySurfaceKey.of Examples

Example #1

File: VolatilitySurfaceSelector.java Project: scripnichenko/OG-Platform

 private static VolatilitySurfaceKey createKey(ValueSpecification valueSpecification) {
   UniqueId uniqueId = valueSpecification.getTargetSpecification().getUniqueId();
   String surface = valueSpecification.getProperties().getStrictValue(ValuePropertyNames.SURFACE);
   String instrumentType = valueSpecification.getProperties().getStrictValue("InstrumentType");
   String quoteType =
       valueSpecification
           .getProperties()
           .getStrictValue(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE);
   String quoteUnits =
       valueSpecification
           .getProperties()
           .getStrictValue(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_UNITS);
   return VolatilitySurfaceKey.of(uniqueId, surface, instrumentType, quoteType, quoteUnits);
 }