Examples of FXForwardNodeConverter

com.opengamma.financial.analytics.curve.FXForwardNodeConverter
Convert a Forex Forward node into an Instrument definition. The dates of the forward are computed in the following way: - The spot date is computed from the valuation date adding the "Settlement Days" (i.e. the number of business days) of the convention. - The exchange date is computed from the spot date adding the "MaturityTenor" of the node and using the business-day-convention, calendar and EOM of the convention. - The "startTenor" is not used. The forward amount in the pay currency is 1 and in the receive currency -quote (e.g. - (spot+forward points)).

Examples of com.opengamma.financial.analytics.curve.FXForwardNodeConverter

    protected CurveNodeVisitor<InstrumentDefinition<?>> getCurveNodeConverter(final ConventionSource conventionSource, final HolidaySource holidaySource, final RegionSource regionSource,
        final SnapshotDataBundle marketData, final ExternalId dataId, final HistoricalTimeSeriesBundle historicalData, final ZonedDateTime valuationTime) {
      return CurveNodeVisitorAdapter.<InstrumentDefinition<?>>builder()
          .cashNodeVisitor(new CashNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fraNode(new FRANodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fxForwardNode(new FXForwardNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .rateFutureNode(new RateFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .swapNode(new SwapNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .zeroCouponInflationNode(new ZeroCouponInflationNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime, historicalData))
          .create();
    }

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Examples of com.opengamma.financial.analytics.curve.FXForwardNodeConverter

        final SnapshotDataBundle marketData, final ExternalId dataId, final HistoricalTimeSeriesBundle historicalData, final ZonedDateTime valuationTime) {
      return CurveNodeVisitorAdapter.<InstrumentDefinition<?>>builder()
          .cashNodeVisitor(new CashNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .deliverableSwapFutureNode(new DeliverableSwapFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fraNode(new FRANodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fxForwardNode(new FXForwardNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .rateFutureNode(new RateFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .swapNode(new SwapNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .create();
    }

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Examples of com.opengamma.financial.analytics.curve.FXForwardNodeConverter

    protected CurveNodeVisitor<InstrumentDefinition<?>> getCurveNodeConverter(final ConventionSource conventionSource, final HolidaySource holidaySource, final RegionSource regionSource,
        final SnapshotDataBundle marketData, final ExternalId dataId, final HistoricalTimeSeriesBundle historicalData, final ZonedDateTime valuationTime) {
      return CurveNodeVisitorAdapter.<InstrumentDefinition<?>>builder()
          .cashNodeVisitor(new CashNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fraNode(new FRANodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fxForwardNode(new FXForwardNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .rateFutureNode(new RateFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .swapNode(new SwapNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .zeroCouponInflationNode(new ZeroCouponInflationNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime, historicalData))
          .create();
    }

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Examples of com.opengamma.financial.analytics.curve.FXForwardNodeConverter

        final RegionSource regionSource, final SnapshotDataBundle marketData, final ExternalId dataId, final HistoricalTimeSeriesBundle historicalData,
        final ZonedDateTime valuationTime) {
      return CurveNodeVisitorAdapter.<InstrumentDefinition<?>>builder()
          .cashNodeVisitor(new CashNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fraNode(new FRANodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fxForwardNode(new FXForwardNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .rateFutureNode(new RateFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .swapNode(new SwapNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .create();
    }

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