Examples of RateFutureNodeConverter

com.opengamma.financial.analytics.curve.RateFutureNodeConverter
Convert rate futures nodes into an {@link InstrumentDefinition}. The dates of the futures are computed in the following way: - The start date is the valuation date plus the "startTenor" without convention. - The last trade date is computed from the expiry calculator from the start date, plus the number of futures. - The delivery date is computed from the last trade date adding the "Settlement Days" (i.e. the number of business days) of the swap convention. The futures notional is 1.

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

        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.RateFutureNodeConverter

      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.RateFutureNodeConverter

        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.RateFutureNodeConverter

        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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