Examples of ISDA_Results


Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.pricing.vanilla.isdanew.ISDAModelDatasets.ISDA_Results

    final int nEx = data.length;
    final int[] failedList = new int[nEx];
    for (int count = 0; count < nEx; count++) {

      final ISDA_Results res = data[count];

      final LocalDate today = res.today;
      final LocalDate stepinDate = today.plusDays(1); // aka effective date
      final LocalDate valueDate = addWorkDays(today, 3, DEFAULT_CALENDAR); // 3 working days on
      final LocalDate startDate = res.startDate;
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