Examples of CalendarNoHoliday

Examples of com.opengamma.financial.convention.calendar.CalendarNoHoliday

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  /**
   * Private constructor.
   */
  private GeneratorSwapFixedCompoundedONCompoundedMaster() {
    final IndexONMaster indexONMaster = IndexONMaster.getInstance();
    final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
    final DayCount bus252 = DayCountFactory.INSTANCE.getDayCount("Business/252");
    final BusinessDayConvention modFol = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following");
    _generatorSwap = new HashMap<>();
    final IndexON cdi = indexONMaster.getIndex("CDI");
    _generatorSwap.put("BRLCDI", new GeneratorSwapFixedCompoundedONCompounded("BRLCDI", cdi, bus252, modFol, true, 2, 2, baseCalendar));
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Examples of com.opengamma.financial.convention.calendar.CalendarNoHoliday

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  /**
   * Private constructor.
   */
  private GeneratorSwapIborIborMaster() {
    _iborIndexMaster = IndexIborMaster.getInstance();
    final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
    _generatorSwap = new HashMap<>();
    _generatorSwap.put("AUDBBSW3MBBSW6M", new GeneratorSwapIborIbor("AUDBBSW3MBBSW6M", _iborIndexMaster.getIndex("AUDBB3M"), _iborIndexMaster.getIndex("AUDBB6M"),
        baseCalendar, baseCalendar));
  }
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Examples of com.opengamma.financial.convention.calendar.CalendarNoHoliday

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    final DoubleTimeSeries<ZonedDateTime> eurPriceIndexTimeSerie = MulticurveProviderDiscountDataSets.euroHICPXFrom2009();
    final DoubleTimeSeries<ZonedDateTime> usPriceIndexTimeSerie = MulticurveProviderDiscountDataSets.usCpiFrom2009();
    final DoubleTimeSeries<ZonedDateTime> ukPriceIndexTimeSerie = MulticurveProviderDiscountDataSets.ukRpiFrom2010();

    final BusinessDayConvention modFol = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following");
    final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
    final boolean endOfMonth = true;
    final int monthLag = 3;
    final int spotLag = 2;
    final boolean linear = true;
    final boolean piecewiseconstant = false;
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Examples of com.opengamma.financial.convention.calendar.CalendarNoHoliday

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  /**
   * Private constructor.
   */
  private GeneratorSwapFixedONMaster() {
    final IndexONMaster indexONMaster = IndexONMaster.getInstance();
    final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
    final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360");
    final DayCount act365 = DayCountFactory.INSTANCE.getDayCount("Actual/365");
    final BusinessDayConvention modFol = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following");
    _generatorSwap = new HashMap<>();
    final IndexON fedFund = indexONMaster.getIndex("FED FUND");
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Examples of com.opengamma.financial.convention.calendar.CalendarNoHoliday

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  /**
   * Private constructor.
   */
  private GeneratorSwapFixedIborMaster() {
    _iborIndexMaster = IndexIborMaster.getInstance();
    final Calendar baseCalendar = new CalendarNoHoliday("No Holidays");
    _generatorSwap = new HashMap<>();
    _generatorSwap.put("USD6MLIBOR3M",
        new GeneratorSwapFixedIbor("USD6MLIBOR3M", Period.ofMonths(6), DayCountFactory.INSTANCE.getDayCount("30/360"), _iborIndexMaster.getIndex("USDLIBOR3M"), baseCalendar));
    _generatorSwap.put("USD1YLIBOR3M",
        new GeneratorSwapFixedIbor("USD1YLIBOR3M", Period.ofMonths(12), DayCountFactory.INSTANCE.getDayCount("ACT/360"),
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