Examples of WeekendHolidaySource


Examples of com.opengamma.core.holiday.impl.WeekendHolidaySource

  //}

  @Override
  public void init(final FunctionCompilationContext context) {
    // using hardcoded region and calendar for now
    _holidaySource = new WeekendHolidaySource(); //OpenGammaCompilationContext.getHolidaySource(context);
    _regionSource = new TestRegionSource(); //OpenGammaCompilationContext.getRegionSource(context);
  }
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Examples of com.opengamma.core.holiday.impl.WeekendHolidaySource

  public static final SpreadSensitivityCalculator CALCULATOR = new SpreadSensitivityCalculator();

  @Override
  public void init(final FunctionCompilationContext context) {
    // using hardcoded region and calendar for now
    _holidaySource = new WeekendHolidaySource(); //OpenGammaCompilationContext.getHolidaySource(context);
    _regionSource = new TestRegionSource(getTestRegion()); //OpenGammaCompilationContext.getRegionSource(context);
    //_converter = new CreditDefaultSwapSecurityConverterDeprecated(holidaySource, regionSource);
  }
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