final DayCount dayCount = security.getDayCount();
final BusinessDayConvention businessDayConvention = security.getBusinessDayConvention();
final boolean immAdjustMaturityDate = security.isImmAdjustMaturityDate();
final boolean adjustEffectiveDate = security.isAdjustEffectiveDate();
final boolean adjustMaturityDate = security.isAdjustMaturityDate();
final InterestRateNotional notional = security.getNotional();
final Currency currency = notional.getCurrency();
final DebtSeniority debtSeniority = security.getDebtSeniority();
final RestructuringClause restructuringClause = security.getRestructuringClause();
final double amount = notional.getAmount();
final double recoveryRate = _recoveryRate;
final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
final boolean protectionStart = security.isProtectionStart();
final double quotedSpread = security.getQuotedSpread();
final StandardCDSCoupon premiumLegCoupon = getCoupon(security.getCoupon());