final double price = 0.99;
final SnapshotDataBundle marketValues = new SnapshotDataBundle();
marketValues.setDataPoint(marketDataId, rate);
final DeliverableSwapFutureNode futureNode = new DeliverableSwapFutureNode(1, Tenor.of(Period.ZERO), Tenor.THREE_MONTHS, Tenor.TEN_YEARS, DELIVERABLE_SWAP_FUTURE_ID, FIXED_IBOR_3M_SWAP_ID, "Mapper");
final CurveNodeVisitor<InstrumentDefinition<?>> converter = new DeliverableSwapFutureNodeConverter(CONVENTION_SOURCE, HOLIDAY_SOURCE, REGION_SOURCE, marketValues, marketDataId, NOW);
final InstrumentDefinition<?> definition = futureNode.accept(converter);
final Currency currency = Currency.USD;
final DayCount dayCount = THIRTY_360;
final BusinessDayConvention businessDayConvention = MODIFIED_FOLLOWING;
final boolean eom = false;
final Period indexTenor = Period.ofMonths(3);