Package com.opengamma.financial.analytics.conversion

Examples of com.opengamma.financial.analytics.conversion.FXForwardSecurityConverter

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    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
    final FRASecurityConverter fraConverter = new FRASecurityConverter(holidaySource, regionSource, conventionSource);
    final SwapSecurityConverter swapConverter = new SwapSecurityConverter(holidaySource, conventionSource, regionSource);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();
    final DeliverableSwapFutureSecurityConverter dsfConverter = new DeliverableSwapFutureSecurityConverter(securitySource, swapConverter);
    final FederalFundsFutureTradeConverter federalFundsFutureTradeConverter = new FederalFundsFutureTradeConverter(holidaySource, conventionSource, regionSource);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .cashSecurityVisitor(cashConverter)
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    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .fxForwardVisitor(fxForwardSecurityConverter)
        .nonDeliverableFxForwardVisitor(nonDeliverableFXForwardSecurityConverter)
        .create();
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    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
    final FRASecurityConverter fraConverter = new FRASecurityConverter(holidaySource, regionSource, conventionSource);
    final SwapSecurityConverter swapConverter = new SwapSecurityConverter(holidaySource, conventionSource, regionSource);
    final SwaptionSecurityConverter swaptionConverter = new SwaptionSecurityConverter(securitySource, swapConverter);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();
    final DeliverableSwapFutureSecurityConverter dsfConverter = new DeliverableSwapFutureSecurityConverter(securitySource, swapConverter);
    final FederalFundsFutureTradeConverter federalFundsFutureTradeConverter = new FederalFundsFutureTradeConverter(holidaySource, conventionSource, regionSource);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .cashSecurityVisitor(cashConverter)
View Full Code Here
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    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CashSecurityConverter cashConverter = new CashSecurityConverter(holidaySource, regionSource);
    final FRASecurityConverter fraConverter = new FRASecurityConverter(holidaySource, regionSource, conventionSource);
    final SwapSecurityConverter swapConverter = new SwapSecurityConverter(holidaySource, conventionSource, regionSource);
    final SwaptionSecurityConverter swaptionConverter = new SwaptionSecurityConverter(securitySource, swapConverter);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();
    final DeliverableSwapFutureSecurityConverter dsfConverter = new DeliverableSwapFutureSecurityConverter(securitySource, swapConverter);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .cashSecurityVisitor(cashConverter)
        .deliverableSwapFutureSecurityVisitor(dsfConverter)
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Related Classes of com.opengamma.financial.analytics.conversion.FXForwardSecurityConverter

  • com.opengamma.financial.analytics.model.fx.FXForwardPointsFunction
  • com.opengamma.financial.analytics.model.g2ppdiscounting.G2ppDiscountingFunction
  • com.opengamma.financial.analytics.model.hullwhitediscounting.HullWhiteDiscountingFunction
  • com.opengamma.financial.analytics.model.multicurve.MultiCurvePricingFunction
  • com.opengamma.util.money.Currency
  • org.threeten.bp.ZonedDateTime
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