final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
final CreditDefaultIndexSwapSecurityToProxyConverter converter = new CreditDefaultIndexSwapSecurityToProxyConverter(holidaySource, regionSource, organizationSource);
final ZonedDateTime valuationTime = ZonedDateTime.now(executionContext.getValuationClock());
final CreditDefaultSwapIndexSecurity security = (CreditDefaultSwapIndexSecurity) target.getSecurity();
final Calendar calendar = new HolidaySourceCalendarAdapter(holidaySource, FinancialSecurityUtils.getCurrency(security));
LegacyVanillaCreditDefaultSwapDefinition cds = (LegacyVanillaCreditDefaultSwapDefinition) security.accept(converter);
cds = cds.withEffectiveDate(FOLLOWING.adjustDate(calendar, valuationTime.withHour(0).withMinute(0).withSecond(0).withNano(0).plusDays(1)));
final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
if (yieldCurveObject == null) {
throw new OpenGammaRuntimeException("Could not get yield curve");
}