From 8ae07a792fbc833fd67001987f03741a45b3c20d Mon Sep 17 00:00:00 2001
From: Stephen Colebourne <stephen@opengamma.com>
Date: Tue, 2 Feb 2021 12:11:34 +0000
Subject: [PATCH] Add constants for OCC and OPRA ID schemes

---
 .../strata/basics/StandardSchemes.java        | 31 +++++++++++++++++++
 .../strata/basics/StandardSchemesTest.java    |  2 ++
 2 files changed, 33 insertions(+)

diff --git a/modules/basics/src/main/java/com/opengamma/strata/basics/StandardSchemes.java b/modules/basics/src/main/java/com/opengamma/strata/basics/StandardSchemes.java
index ec94c34500..41e804b9b6 100644
--- a/modules/basics/src/main/java/com/opengamma/strata/basics/StandardSchemes.java
+++ b/modules/basics/src/main/java/com/opengamma/strata/basics/StandardSchemes.java
@@ -135,6 +135,37 @@ public final class StandardSchemes {
    * https://ihsmarkit.com/products/red-cds.html
    */
   public static final String RED9_SCHEME = "RED9";
+  /**
+   * The scheme for OPRA option codes.
+   * <p>
+   * These codes have:
+   * <ul>
+   * <li>1 to 5 characters for the underlying root symbol
+   * <li>1 letter representing the month and put/call
+   * <li>2 digits for the day-of-month
+   * <li>2 digits for the year
+   * <li>1 character flag indicating the scale of the strike
+   * <li>6 digits for the strike
+   * </ul>
+   * https://customers.refinitiv.com/wetfetch/index.aspx?CID=27348&doc=OSI_FAQ_18th_Feb_2010.pdf&base=/support/datasupport/option_symbology_change.aspx
+   */
+  public static final String OPRA_SCHEME = "OPRA";
+  /**
+   * The scheme for OCC option codes.
+   * <p>
+   * These codes have:
+   * <ul>
+   * <li>1 to 6 characters for the underlying root symbol
+   * <li>2 digits for the year
+   * <li>2 digits for the month
+   * <li>2 digits for the day-of-month
+   * <li>1 letter representing put/call
+   * <li>8 digits for the strike multiplied by 1000
+   * </ul>
+   * https://customers.refinitiv.com/wetfetch/index.aspx?CID=27348&doc=OSI_FAQ_18th_Feb_2010.pdf&base=/support/datasupport/option_symbology_change.aspx
+   * https://ibkr.info/node/972
+   */
+  public static final String OCC_SCHEME = "OCC";
 
   // restricted constructor
   private StandardSchemes() {
diff --git a/modules/basics/src/test/java/com/opengamma/strata/basics/StandardSchemesTest.java b/modules/basics/src/test/java/com/opengamma/strata/basics/StandardSchemesTest.java
index 4dba8b372b..6110970309 100644
--- a/modules/basics/src/test/java/com/opengamma/strata/basics/StandardSchemesTest.java
+++ b/modules/basics/src/test/java/com/opengamma/strata/basics/StandardSchemesTest.java
@@ -42,6 +42,8 @@ public void test_schemes() {
     assertThat(StandardSchemes.LEI_SCHEME).isEqualTo("LEI");
     assertThat(StandardSchemes.RED6_SCHEME).isEqualTo("RED6");
     assertThat(StandardSchemes.RED9_SCHEME).isEqualTo("RED9");
+    assertThat(StandardSchemes.OPRA_SCHEME).isEqualTo("OPRA");
+    assertThat(StandardSchemes.OCC_SCHEME).isEqualTo("OCC");
   }
 
   @Test