Package com.opengamma.financial.analytics.conversion

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

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        .fxForwardVisitor(fxForwardSecurityConverter)
        .nonDeliverableFxForwardVisitor(nonDeliverableFXForwardSecurityConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, federalFundsFutureTradeConverter, securityConverter);
  }
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        .fxForwardVisitor(fxForwardSecurityConverter)
        .nonDeliverableFxForwardVisitor(nonDeliverableFXForwardSecurityConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .swaptionVisitor(swaptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .irfutureOptionVisitor(irFutureOptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .capFloorVisitor(converter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .swaptionVisitor(swaptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final InflationSwapSecurityConverter swapConverter = new InflationSwapSecurityConverter(conventionSource, regionSource, holidaySource);
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, swapConverter);
  }
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        .nonDeliverableFxForwardVisitor(nonDeliverableFXForwardSecurityConverter)
        .swaptionVisitor(swaptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, federalFundsFutureTradeConverter, securityConverter);
  }
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    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .fxOptionVisitor(fxOptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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        .nonDeliverableFxForwardVisitor(nonDeliverableFXForwardSecurityConverter)
        .swaptionVisitor(swaptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, securityConverter);
  }
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Related Classes of com.opengamma.financial.analytics.conversion.TradeConverter

  • com.opengamma.core.security.Security
  • com.opengamma.financial.analytics.model.black.BlackDiscountingCapFloorFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingFXOptionFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingIRFutureOptionFunction
  • com.opengamma.financial.analytics.model.black.BlackDiscountingSwaptionFunction
  • com.opengamma.financial.analytics.model.black.ConstantBlackDiscountingSwaptionFunction
  • com.opengamma.financial.analytics.model.discounting.DiscountingInflationFunction
  • com.opengamma.financial.analytics.model.fx.FXForwardPointsFunction
  • com.opengamma.financial.analytics.model.g2ppdiscounting.G2ppDiscountingFunction
  • com.opengamma.financial.analytics.model.hullwhitediscounting.HullWhiteDiscountingFunction
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