List of constructCreditDefaultSwapContingentLegIntegrationSchedule() Examples

Examples of constructCreditDefaultSwapContingentLegIntegrationSchedule()

com.opengamma.analytics.financial.credit.schedulegeneration.GenerateCreditDefaultSwapIntegrationSchedule.constructCreditDefaultSwapContingentLegIntegrationSchedule()

@deprecated replaced by {@link ISDAContingentLegIntegrationScheduleGenerator}Method to calculate the time nodes used to approximate the integral in the contingent leg calculation @param valuationDate The valuation date @param startDate The start date @param endDate The end date @param cds {@link CreditDefaultSwapDefinition} @param yieldCurve The yield curve @param hazardRateCurve The hazard rate curve @return The time nodes


      /*
       * Note that valuation date is used only for start date and end date
       * Other date points are computed with the base date contained in yield curve and hazard rate curve
       */
      final double[] res2Deprecated = calculator.constructCreditDefaultSwapContingentLegIntegrationSchedule(baseDate, cds1.getStartDate(), cds1.getMaturityDate().plusDays(1),
          cds1, yieldCurve, hazardRateCurve);
      final int nRes2Deprecated = res2Deprecated.length;


      final int m = ycDatesLocal.length;
      /*

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Examples of constructCreditDefaultSwapContingentLegIntegrationSchedule()

Examples of com.opengamma.analytics.financial.credit.schedulegeneration.GenerateCreditDefaultSwapIntegrationSchedule.constructCreditDefaultSwapContingentLegIntegrationSchedule()