Examples of IssuerProviderDiscount

    overnight.put(new IndexON("NAME2", Currency.EUR, DayCountFactory.INSTANCE.getDayCount("Act/360"), 0), new YieldCurve("F", ConstantDoublesCurve.from(0.006, "f")));
    final MulticurveProviderDiscount provider = new MulticurveProviderDiscount(discounting, ibor, overnight, matrix);
    final Map<Pair<String, Currency>, YieldAndDiscountCurve> curves = new HashMap<>();
    curves.put(Pair.of("E", Currency.USD), new YieldCurve("L", ConstantDoublesCurve.from(0.1234, "l")));
    curves.put(Pair.of("F", Currency.EUR), new YieldCurve("P", ConstantDoublesCurve.from(0.1234, "p")));
    final IssuerProviderDiscount issuer = new IssuerProviderDiscount(provider, curves);
    assertEquals(issuer, cycleObject(IssuerProviderDiscount.class, issuer));
  }

Examples of com.opengamma.analytics.financial.provider.description.interestrate.IssuerProviderDiscount


    @Override
    protected IssuerProviderInterface getKnownData(final FunctionInputs inputs) {
      final FXMatrix fxMatrix = (FXMatrix) inputs.getValue(ValueRequirementNames.FX_MATRIX);
      //TODO requires that the discounting curves are supplied externally
      IssuerProviderDiscount knownData;
      if (getExogenousRequirements().isEmpty()) {
        knownData = new IssuerProviderDiscount(fxMatrix);
      } else {
        knownData = new IssuerProviderDiscount((MulticurveProviderDiscount) inputs.getValue(ValueRequirementNames.CURVE_BUNDLE));
        knownData.getMulticurveProvider().setForexMatrix(fxMatrix);
      }
      return knownData;
    }

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