Examples of YieldCurveWithBlackCubeAndForwardBundle


Examples of com.opengamma.analytics.financial.model.option.definition.YieldCurveWithBlackCubeAndForwardBundle

    final Object underlyingValue = inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
    if (underlyingValue == null) {
      throw new OpenGammaRuntimeException("Could not get market data for underlying future");
    }
    final double futurePrice = (Double) underlyingValue;
    final YieldCurveWithBlackCubeAndForwardBundle dataWithFuture = YieldCurveWithBlackCubeAndForwardBundle.from(data, futurePrice);
    final double pv = bondFutureOption.accept(s_calculator, dataWithFuture);
    return Collections.singleton(new ComputedValue(spec, pv));
  }
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