if (recoveryRateObject == null) {
throw new OpenGammaRuntimeException("Could not get recovery rate");
}
final double recoveryRate = (Double) recoveryRateObject;
CreditDefaultSwapOptionDefinition definition = security.accept(converter);
definition = definition.withRecoveryRate(recoveryRate);
final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
if (yieldCurveObject == null) {
throw new OpenGammaRuntimeException("Could not get yield curve");
}
final Object spreadCurveObject = inputs.getValue(ValueRequirementNames.CREDIT_SPREAD_CURVE);