Examples of FixingIndex

Examples of com.opengamma.integration.tool.portfolio.xml.v1_0.jaxb.FixingIndex

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    Frequency frequency = SimpleFrequencyFactory.INSTANCE.getFrequency(floatingLeg.getFrequency());
    BusinessDayConvention businessDayConvention =
        BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention(floatingLeg.getBusinessDayConvention());
    boolean isEndOfMonth = floatingLeg.isEndOfMonth();

    FixingIndex fixingIndex = floatingLeg.getFixingIndex();
    ExternalId referenceRate = fixingIndex.getIndex().toExternalId();
    FloatingRateType rateType = FloatingRateType.valueOf(fixingIndex.getRateType().toString());

    return new FloatingInterestRateLeg(dayCount, frequency, region, businessDayConvention, notional, isEndOfMonth,
        referenceRate, rateType);
  }
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Examples of com.opengamma.integration.tool.portfolio.xml.v1_0.jaxb.FixingIndex

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    fra.setTerminationDate(LocalDate.of(2013, 5, 23));
    fra.setCurrency(Currency.USD);
    fra.setNotional(BigDecimal.valueOf(1000000));
    fra.setRate(BigDecimal.valueOf(105.25));
   
    FixingIndex fixingIndex = new FixingIndex();
    fixingIndex.setIndex(createExternalId("US0003M Curncy", "BLOOMBERG_TICKER").getExternalId());
    fixingIndex.setRateType(RateType.IBOR);
    fra.setFixingIndex(fixingIndex);
   
    return fra;
  }
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