Package com.opengamma.financial.analytics.conversion

Examples of com.opengamma.financial.analytics.conversion.FixedIncomeConverterDataProvider.convert()


          definition = optionTradeToTxnDefnConverter.convert(trade)
        } else {
          definition = futureTradeConverter.convert(trade)
        }
        final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
        final InstrumentDerivative derivative = definitionConverter.convert(security, definition, now, timeSeries);
        final Double price = derivative.accept(s_priceVisitor);
        final ValueSpecification spec = new ValueSpecification(MARGIN_PRICE, target.toSpecification(), desiredValue.getConstraints().copy().get());
        return Collections.singleton(new ComputedValue(spec, price));
      }
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