Examples of addConventionBundle()

Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP14D"), simpleNameSecurityId("USD LIBOR 14d")), "USD LIBOR 14d", act360, modified, Period.ofDays(14), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP1M"), simpleNameSecurityId("USD LIBOR 1m")), "USD LIBOR 1m", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP2M"), simpleNameSecurityId("USD LIBOR 2m")), "USD LIBOR 2m", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP3M"), simpleNameSecurityId("USD LIBOR 3m")), "USD LIBOR 3m", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP6M"), simpleNameSecurityId("USD LIBOR 6m")), "USD LIBOR 6m", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP12M")), "USD LIBOR 12m", act360, modified, Period.ofMonths(12), 2, false, us);

    final DayCount swapFixedDayCount = thirty360;
    final BusinessDayConvention swapFixedBusinessDay = modified;
    final Frequency swapFixedPaymentFrequency = semiAnnual;
    final DayCount swapFloatDayCount = act360;
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    final int[] isdaFixTenor = new int[] {1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 15, 20, 25, 30};
    // ISDA fixing 11.00 New-York
    for (final int element : isdaFixTenor) {
      final String tenorString = element + "Y";
      final String sytheticID = "USDISDA10P" + tenorString;
      utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId(sytheticID)), "USD_ISDAFIX_USDLIBOR10_" + tenorString,
          swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, us, act360, modified, semiAnnual, 2,
          simpleNameSecurityId("USD LIBOR 3m"), us, true, Period.ofYears(element));
    }

    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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      utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId(sytheticID)), "USD_ISDAFIX_USDLIBOR10_" + tenorString,
          swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, us, act360, modified, semiAnnual, 2,
          simpleNameSecurityId("USD LIBOR 3m"), us, true, Period.ofYears(element));
    }

    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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          swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, us, act360, modified, semiAnnual, 2,
          simpleNameSecurityId("USD LIBOR 3m"), us, true, Period.ofYears(element));
    }

    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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          simpleNameSecurityId("USD LIBOR 3m"), us, true, Period.ofYears(element));
    }

    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    }

    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP7M")), "USDCASHP7M", act360, modified, Period.ofMonths(7), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP7M")), "USDCASHP7M", act360, modified, Period.ofMonths(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP8M")), "USDCASHP8M", act360, modified, Period.ofMonths(8), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP7M")), "USDCASHP7M", act360, modified, Period.ofMonths(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP8M")), "USDCASHP8M", act360, modified, Period.ofMonths(8), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP9M")), "USDCASHP9M", act360, modified, Period.ofMonths(9), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP7M")), "USDCASHP7M", act360, modified, Period.ofMonths(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP8M")), "USDCASHP8M", act360, modified, Period.ofMonths(8), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP9M")), "USDCASHP9M", act360, modified, Period.ofMonths(9), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP10M")), "USDCASHP10M", act360, modified, Period.ofMonths(10), 2, false, us);
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Examples of com.opengamma.financial.convention.ConventionBundleMasterUtils.addConventionBundle()

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    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP7M")), "USDCASHP7M", act360, modified, Period.ofMonths(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP8M")), "USDCASHP8M", act360, modified, Period.ofMonths(8), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP9M")), "USDCASHP9M", act360, modified, Period.ofMonths(9), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP10M")), "USDCASHP10M", act360, modified, Period.ofMonths(10), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP11M")), "USDCASHP11M", act360, modified, Period.ofMonths(11), 2, false, us);
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