Package com.opengamma.financial.analytics.ircurve.strips

Examples of com.opengamma.financial.analytics.ircurve.strips.DeliverableSwapFutureNode.accept()


    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);
View Full Code Here

TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.