Examples of com.opengamma.financial.analytics.volatility.surface.BloombergIRFuturePriceCurveInstrumentProvider

    if (scheme == null) {
      scheme = "BLOOMBERG_TICKER_WEAK";
      LOG.warn("{} FuturePriceCurveSpecification field, tickerScheme, was null. Using BLOOMBERG_TICKER_WEAK. Please Update in Configurations by choosing desired tickerScheme and saving.",
          message.getString("futurePrefix"));
    }
    return new BloombergIRFuturePriceCurveInstrumentProvider(message.getString("futurePrefix"),
                                                             message.getString("postfix"),
                                                             message.getString("dataFieldName"),
                                                             scheme);
  }

      //      final String postfix = BloombergDataUtils.splitTickerAtMarketSector(ticker).getSecond();
      String underlyingTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), tickerParser.getTypeName());
      final String name = BBG_PREFIX + PRICE + tickerParser.getSymbol() + "_" + security.getCurrency().getCode() + "_" + InstrumentTypeProperties.IR_FUTURE_PRICE;
      if (!_knownCurveSpecNames.contains(name)) {
        s_logger.info("Creating FuturePriceCurveSpecification \"{}\"", name);
        final BloombergIRFuturePriceCurveInstrumentProvider curveInstrumentProvider = new BloombergIRFuturePriceCurveInstrumentProvider(tickerParser.getSymbol(), tickerParser.getTypeName(),
            FIELD_NAME_PRICE);
        createFuturePriceCurveSpecification(security.getCurrency(), name, curveInstrumentProvider);
      }
      createFuturePriceCurveDefinition(underlyingTicker, name, security.getCurrency());
      return null;

Examples of com.opengamma.financial.analytics.volatility.surface.BloombergIRFuturePriceCurveInstrumentProvider

Related Classes of com.opengamma.financial.analytics.volatility.surface.BloombergIRFuturePriceCurveInstrumentProvider