Commit 1524dc63 by Amelin Konstantin

Add BondOptionTemplate.

parent b2abb7d4
......@@ -22,7 +22,8 @@ object Main {
case "repo" => if (debugMode) new RepoTemplate(source) with Logger else new RepoTemplate(source)
case v if v == "bondBasketOption" =>
if (debugMode) new BondBasketOptionTemplate(source) with Logger else new BondBasketOptionTemplate(source)
case v if v == "bondOption" => throw new Exception("Undefined trade type")
case v if v == "bondOption" =>
if (debugMode) new BondOptionTemplate(source) with Logger else new BondOptionTemplate(source)
case v if v == "equityOption" =>
if (debugMode) new EquityOptionTemplate(source) with Logger else new EquityOptionTemplate(source)
case v if v == "commodityOption" =>
......
package templates
import scala.xml.Node
class BondOptionTemplate(source: Node) extends TradeTemplate(source) {
protected[this] def templateTradeBody: Node = {
<fpml:bondOption>
<fpml:productType>{ get(source \ "trade" \ "bondOption" \ "productType") }</fpml:productType>
<fpml:productId productIdScheme={ get(source \ "trade" \ "bondOption" \ "productId", "productIdScheme") }>{ get(source \ "trade" \ "bondOption" \ "productId") }</fpml:productId>
<fpml:buyerPartyReference href={ get(source \ "trade" \ "bondOption" \ "buyerPartyReference", "href") }/>
<fpml:sellerPartyReference href={ get(source \ "trade" \ "bondOption" \ "sellerPartyReference", "href") }/>
<fpml:optionType>{ get(source \ "trade" \ "bondOption" \ "optionType") }</fpml:optionType>
<fpml:premium>
<fpml:payerPartyReference href={ get(source \ "trade" \ "bondOption" \ "premium" \"payerPartyReference", "href") }/>
<fpml:receiverPartyReference href={ get(source \ "trade" \ "bondOption" \ "premium" \"receiverPartyReference", "href") }/>
<fpml:paymentAmount>
<fpml:currency>{ get(source \ "trade" \ "bondOption" \ "premium" \\ "currency") }</fpml:currency>
<fpml:amount>{ get(source \ "trade" \ "bondOption" \ "premium" \\ "amount") }</fpml:amount>
</fpml:paymentAmount>
{ /* paymentDate isn`t present in source!!!*/ }
<fpml:paymentDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "americanExercise" \ "expirationDate" \\ "unadjustedDate") }</fpml:unadjustedDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "bermudaExercise" \\ "unadjustedDate") }</fpml:unadjustedDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "europeanExercise" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpml:paymentDate>
</fpml:premium>
<fpml:americanExercise>
<fpml:commencementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "americanExercise" \ "commencementDate" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpml:commencementDate>
<fpml:expirationDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "americanExercise" \ "expirationDate" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpml:expirationDate>
</fpml:americanExercise>
<fpml:bermudaExercise>
<fpml:bermudaExerciseDates>
<fpml:adjustableDates>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "bermudaExercise" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:adjustableDates>
</fpml:bermudaExerciseDates>
</fpml:bermudaExercise>
<fpml:europeanExercise>
<fpml:expirationDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "bondOption" \ "europeanExercise" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpml:expirationDate>
</fpml:europeanExercise>
<fpml:notionalAmount>
<fpml:currency>{ get(source \ "trade" \ "bondOption" \ "notionalAmount" \ "currency") }</fpml:currency>
<fpml:amount>{ get(source \ "trade" \ "bondOption" \ "notionalAmount" \ "amount") }</fpml:amount>
</fpml:notionalAmount>
<fpml:optionEntitlement>{ get(source \ "trade" \ "bondOption" \ "optionEntitlement") }</fpml:optionEntitlement>
<fpml:settlementType>{ get(source \ "trade" \ "bondOption" \ "settlementType") }</fpml:settlementType>
<fpml:strike>
<fpml:price>
<fpml:strikePrice>{ get(source \ "trade" \ "bondOption" \ "strike" \\ "strikePrice") }</fpml:strikePrice>
<fpml:strikePercentage>{ get(source \ "trade" \ "bondOption" \ "strike" \\ "strikePercentage") }</fpml:strikePercentage>
<fpml:currency>{ get(source \ "trade" \ "bondOption" \ "strike" \\ "currency") }</fpml:currency>
</fpml:price>
</fpml:strike>
<fpml:bond id={ get(source \ "trade" \ "bondOption" \ "bond", "id") }>
<fpml:instrumentId instrumentIdScheme={ get(source \ "trade" \ "bondOption" \ "bond" \ "instrumentId", "instrumentIdScheme") }>{ get(source \ "trade" \ "bondOption" \ "bond" \ "instrumentId") }</fpml:instrumentId>
</fpml:bond>
</fpml:bondOption>
}
def isStraight = true
}
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