Examples of SwapXCcyDefinition

com.opengamma.analytics.financial.instrument.swap.SwapXCcyDefinition
Class describing a generic Cross currency swap. The two legs should be in different currencies. @deprecated Remove the class when the curve names are removed from instruments (provider in production).

Examples of com.opengamma.analytics.financial.instrument.swap.SwapXCcyDefinition

        } else {
          throw new OpenGammaRuntimeException("X Ccy Swap legs should be Fixed or Floating legs");
        }
      }
    }
    return new SwapXCcyDefinition(legDefinition.get(0), legDefinition.get(1));
  }

View Full Code Here

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.