Examples of UnorderedCurrencyPair


Examples of com.opengamma.util.money.UnorderedCurrencyPair

          return currencies.iterator().next().getCode();
        case 2: {
          final Iterator<Currency> iter = currencies.iterator();
          final Currency base = iter.next();
          final Currency counter = iter.next();
          final UnorderedCurrencyPair unordered = UnorderedCurrencyPair.of(base, counter);
          final StringBuilder sb = new StringBuilder();
          sb.append(unordered.getFirstCurrency().getCode());
          sb.append("/");
          sb.append(unordered.getSecondCurrency().getCode());
          return sb.toString();
        }
        default: {
          final StringBuilder sb = new StringBuilder();
          final Iterator<Currency> iterator = currencies.iterator();
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return message;
  }

  @Override
  public FXForwardCurveDefinition buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final UnorderedCurrencyPair target = deserializer.fieldValueToObject(UnorderedCurrencyPair.class, message.getByName("target"));
    final String name = message.getString("name");
    final List<FudgeField> tenorFields = message.getAllByName("tenor");
    final List<Tenor> tenors = new ArrayList<Tenor>();
    for (final FudgeField tenorField : tenorFields) {
      final Tenor tenor = deserializer.fieldValueToObject(Tenor.class, tenorField);
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return message;
  }

  @Override
  public FXForwardCurveSpecification buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final UnorderedCurrencyPair target = deserializer.fieldValueToObject(UnorderedCurrencyPair.class, message.getByName("target"));
    final String name = message.getString("name");
    final FXForwardCurveInstrumentProvider provider = deserializer.fieldValueToObject(FXForwardCurveInstrumentProvider.class, message.getByName("curveInstrumentProvider"));
    if (message.hasField("quoteType")) {
      if (message.hasField("marketQuoteConvention")) {
        return new FXForwardCurveSpecification(name, target, provider, QuoteType.valueOf(message.getString("quoteType")), message.getBoolean("marketQuoteConvention"));
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    }
  }

  @Override
  public String visitFXOptionSecurity(FXOptionSecurity fxOptionSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(fxOptionSecurity.getCallCurrency(),
                                                                   fxOptionSecurity.getPutCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return ticker != null ? ticker : NOT_APPLICABLE;
  }

  @Override
  public String visitNonDeliverableFXOptionSecurity(NonDeliverableFXOptionSecurity fxOptionSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(fxOptionSecurity.getCallCurrency(),
                                                                   fxOptionSecurity.getPutCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }

  @Override
  public String visitFXDigitalOptionSecurity(FXDigitalOptionSecurity fxOptionSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(fxOptionSecurity.getCallCurrency(),
                                                                   fxOptionSecurity.getPutCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }

  @Override
  public String visitNonDeliverableFXDigitalOptionSecurity(NonDeliverableFXDigitalOptionSecurity fxOptionSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(fxOptionSecurity.getCallCurrency(),
                                                                   fxOptionSecurity.getPutCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }

  @Override
  public String visitFXBarrierOptionSecurity(FXBarrierOptionSecurity fxBarrierOptionSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(fxBarrierOptionSecurity.getCallCurrency(),
                                                                   fxBarrierOptionSecurity.getPutCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }

  @Override
  public String visitFXForwardSecurity(FXForwardSecurity fxForwardSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(fxForwardSecurity.getPayCurrency(),
                                                                   fxForwardSecurity.getReceiveCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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Examples of com.opengamma.util.money.UnorderedCurrencyPair

    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }

  @Override
  public String visitNonDeliverableFXForwardSecurity(NonDeliverableFXForwardSecurity ndfFxForwardSecurity) {
    UnorderedCurrencyPair unorderedPair = UnorderedCurrencyPair.of(ndfFxForwardSecurity.getPayCurrency(),
                                                                   ndfFxForwardSecurity.getReceiveCurrency());
    return unorderedPair.getFirstCurrency() + "/" + unorderedPair.getSecondCurrency();
  }
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