Package com.opengamma.financial.analytics.conversion

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

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  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final InterestRateFutureSecurityConverterDeprecated securityConverter = new InterestRateFutureSecurityConverterDeprecated(holidaySource, conventionSource, regionSource);
    _converter = new InterestRateFutureTradeConverter(securityConverter);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
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    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    _converter = new InterestRateFutureTradeConverter(new InterestRateFutureSecurityConverterDeprecated(holidaySource, conventionSource, regionSource));
    _dataConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    _curveConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
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  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _converter = new InterestRateFutureTradeConverter(new InterestRateFutureSecurityConverterDeprecated(holidaySource, conventionSource, regionSource));
    _dataConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
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  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    _converter = new InterestRateFutureTradeConverter(new InterestRateFutureSecurityConverterDeprecated(holidaySource, conventionSource, regionSource));
    _dataConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
    ConfigDBCurveCalculationConfigSource.reinitOnChanges(context, this);
  }
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Related Classes of com.opengamma.financial.analytics.conversion.InterestRateFutureTradeConverter

  • com.opengamma.analytics.financial.instrument.future.InterestRateFutureSecurityDefinition
  • com.opengamma.analytics.financial.instrument.future.InterestRateFutureTransactionDefinition
  • com.opengamma.financial.analytics.model.future.InterestRateFutureCurveSpecificFunction
  • com.opengamma.financial.analytics.model.future.InterestRateFutureFunction
  • com.opengamma.financial.analytics.model.future.InterestRateFutureYieldCurveNodeSensitivitiesFunction
  • com.opengamma.financial.analytics.model.horizon.InterestRateFutureConstantSpreadThetaFunction
  • org.threeten.bp.ZonedDateTime
  • org.threeten.bp.ZoneId
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