Examples of CDSAnalytic


Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.pricing.vanilla.isdanew.CDSAnalytic

        case SPREAD:
          break;
        case POINTS_UPFRONT:
          // can price type vary?
          //FIXME: Conversion to percentage should happen upstream or in analytics
          final CDSAnalytic analytic = CDSAnalyticConverter.create(cds, valuationDate.toLocalDate());
          spreadRate = PUF_converter.pufToQuotedSpread(analytic, cds.getParSpread() * s_tenminus4, isdaCurve, spreadRate / 100.0);
          break;
        default:
          throw new OpenGammaRuntimeException("Unknown quote convention " + quoteConvention);
      }
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