Examples of com.opengamma.analytics.financial.instrument.annuity.AnnuityCouponInflationYearOnYearInterpolationDefinition

    ArgumentChecker.notNull(settlementDate, "Settlement date");
    ArgumentChecker.notNull(generator, "generator");
    ArgumentChecker.notNull(tenor, "tenor");
    final AnnuityCouponFixedDefinition fixedLeg = AnnuityCouponFixedDefinition.from(generator.getIndexPrice().getCurrency(), settlementDate, tenor, generator.getFixedLegPeriod(),
        generator.getCalendar(), generator.getFixedLegDayCount(), generator.getBusinessDayConvention(), generator.isEndOfMonth(), notional, fixedRate, isPayer);
    final AnnuityCouponInflationYearOnYearInterpolationDefinition inflationLeg = AnnuityCouponInflationYearOnYearInterpolationDefinition.from(generator.getIndexPrice(), settlementDate,
        notional, tenor, generator.getFixedLegPeriod(), generator.getBusinessDayConvention(), generator.getCalendar(), generator.isEndOfMonth(), generator.getMonthLag(), generator.getMonthLag(),
        generator.payNotional());
    return new SwapFixedInflationYearOnYearDefinition(fixedLeg, inflationLeg);
  }

    ArgumentChecker.notNull(settlementDate, "Settlement date");
    ArgumentChecker.notNull(businessDayConvention, "Business day convention");
    ArgumentChecker.notNull(calendar, "Calendar");
    final AnnuityCouponFixedDefinition fixedLeg = AnnuityCouponFixedDefinition.from(priceIndex.getCurrency(), settlementDate, tenor, paymentPeriod, calendar,
        fixedLegDayCount, businessDayConvention, endOfMonth, notional, fixedRate, isPayer);
    final AnnuityCouponInflationYearOnYearInterpolationDefinition inflationLeg = AnnuityCouponInflationYearOnYearInterpolationDefinition.from(priceIndex, settlementDate, notional,
        tenor, paymentPeriod, businessDayConvention, calendar, endOfMonth, conventionalMonthLag, monthLag, payNotional);
    return new SwapFixedInflationYearOnYearDefinition(fixedLeg, inflationLeg);
  }

Examples of com.opengamma.analytics.financial.instrument.annuity.AnnuityCouponInflationYearOnYearInterpolationDefinition

Related Classes of com.opengamma.analytics.financial.instrument.annuity.AnnuityCouponInflationYearOnYearInterpolationDefinition