Package com.opengamma.analytics.financial.credit

Examples of com.opengamma.analytics.financial.credit.DebtSeniority

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  private LegacyFixedRecoveryCDSSecurity createLegacyFixedRecoveryCDSSecurity() {
    final boolean isBuy = bool();
    final ExternalId protectionSeller = ExternalId.of("protectionSeller", "Foo");
    final ExternalId protectionBuyer = ExternalId.of("protectionBuyer", "Foo");
    final ExternalId referenceEntity = ExternalId.of("referenceEntity", "Foo");
    final DebtSeniority debtSeniority = DebtSeniority.SENIOR;
    final RestructuringClause restructuringClause = RestructuringClause.NONE;
    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
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  private LegacyRecoveryLockCDSSecurity createLegacyRecoveryLockCDSSecurity() {
    final boolean isBuy = bool();
    final ExternalId protectionSeller = ExternalId.of("protectionSeller", "Foo");
    final ExternalId protectionBuyer = ExternalId.of("protectionBuyer", "Foo");
    final ExternalId referenceEntity = ExternalId.of("referenceEntity", "Foo");
    final DebtSeniority debtSeniority = DebtSeniority.SENIOR;
    final RestructuringClause restructuringClause = RestructuringClause.NONE;
    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
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  private LegacyVanillaCDSSecurity createLegacyVanillaCDSSecurity() {
    final boolean isBuy = bool();
    final ExternalId protectionSeller = ExternalId.of("protectionSeller", "Foo");
    final ExternalId protectionBuyer = ExternalId.of("protectionBuyer", "Foo");
    final ExternalId referenceEntity = ExternalId.of("referenceEntity", "Foo");
    final DebtSeniority debtSeniority = DebtSeniority.SENIOR;
    final RestructuringClause restructuringClause = RestructuringClause.NONE;
    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
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  private StandardFixedRecoveryCDSSecurity createStandardFixedRecoveryCDSSecurity() {
    final boolean isBuy = bool();
    final ExternalId protectionSeller = ExternalId.of("protectionSeller", "Foo");
    final ExternalId protectionBuyer = ExternalId.of("protectionBuyer", "Foo");
    final ExternalId referenceEntity = ExternalId.of("referenceEntity", "Foo");
    final DebtSeniority debtSeniority = DebtSeniority.SENIOR;
    final RestructuringClause restructuringClause = RestructuringClause.NONE;
    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
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  private StandardRecoveryLockCDSSecurity createStandardRecoveryLockCDSSecurity() {
    final boolean isBuy = bool();
    final ExternalId protectionSeller = ExternalId.of("protectionSeller", "Foo");
    final ExternalId protectionBuyer = ExternalId.of("protectionBuyer", "Foo");
    final ExternalId referenceEntity = ExternalId.of("referenceEntity", "Foo");
    final DebtSeniority debtSeniority = DebtSeniority.SENIOR;
    final RestructuringClause restructuringClause = RestructuringClause.NONE;
    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
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  private StandardVanillaCDSSecurity createStandardVanillaCDSSecurity() {
    final boolean isBuy = bool();
    final ExternalId protectionSeller = ExternalId.of("protectionSeller", "Foo");
    final ExternalId protectionBuyer = ExternalId.of("protectionBuyer", "Foo");
    final ExternalId referenceEntity = ExternalId.of("referenceEntity", "Foo");
    final DebtSeniority debtSeniority = DebtSeniority.SENIOR;
    final RestructuringClause restructuringClause = RestructuringClause.NONE;
    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
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    final boolean immAdjustMaturityDate = security.isImmAdjustMaturityDate();
    final boolean adjustEffectiveDate = security.isAdjustEffectiveDate();
    final boolean adjustMaturityDate = security.isAdjustMaturityDate();
    final InterestRateNotional notional = security.getNotional();
    final Currency currency = notional.getCurrency();
    final DebtSeniority debtSeniority = security.getDebtSeniority();
    final RestructuringClause restructuringClause = security.getRestructuringClause();
    final double amount = notional.getAmount();
    final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
    final boolean protectionStart = security.isProtectionStart();
    final double quotedSpread = security.getQuotedSpread();
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    final boolean immAdjustMaturityDate = security.isImmAdjustMaturityDate();
    final boolean adjustEffectiveDate = security.isAdjustEffectiveDate();
    final boolean adjustMaturityDate = security.isAdjustMaturityDate();
    final InterestRateNotional notional = security.getNotional();
    final Currency currency = notional.getCurrency();
    final DebtSeniority debtSeniority = security.getDebtSeniority();
    final RestructuringClause restructuringClause = security.getRestructuringClause();
    final double amount = notional.getAmount();
    final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
    final boolean protectionStart = security.isProtectionStart();
    final StubType stubType = security.getStubType().toAnalyticsType();
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    final boolean immAdjustMaturityDate = security.isImmAdjustMaturityDate();
    final boolean adjustEffectiveDate = security.isAdjustEffectiveDate();
    final boolean adjustMaturityDate = security.isAdjustMaturityDate();
    final InterestRateNotional notional = security.getNotional();
    final Currency currency = notional.getCurrency();
    final DebtSeniority debtSeniority = security.getDebtSeniority();
    final RestructuringClause restructuringClause = security.getRestructuringClause();
    final double amount = notional.getAmount();
    final double recoveryRate = _recoveryRate;
    final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
    final boolean protectionStart = security.isProtectionStart();
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    final boolean immAdjustMaturityDate = security.isImmAdjustMaturityDate();
    final boolean adjustEffectiveDate = security.isAdjustEffectiveDate();
    final boolean adjustMaturityDate = security.isAdjustMaturityDate();
    final InterestRateNotional notional = security.getNotional();
    final Currency currency = notional.getCurrency();
    final DebtSeniority debtSeniority = security.getDebtSeniority();
    final RestructuringClause restructuringClause = security.getRestructuringClause();
    final double amount = notional.getAmount();
    final double recoveryRate = _recoveryRate;
    final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
    final boolean protectionStart = security.isProtectionStart();
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Related Classes of com.opengamma.analytics.financial.credit.DebtSeniority

  • com.opengamma.financial.analytics.conversion.CreditDefaultIndexSwapSecurityToProxyConverter
  • com.opengamma.financial.analytics.conversion.CreditDefaultSwapSecurityConverter
  • com.opengamma.financial.analytics.conversion.CreditDefaultSwapSecurityConverterDeprecated
  • com.opengamma.integration.viewer.status.impl.BloombergReferencePortfolioMaker
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