Package com.opengamma.analytics.financial.instrument.inflation

Examples of com.opengamma.analytics.financial.instrument.inflation.CouponInflationZeroCouponMonthlyGearingDefinition


   */
  public static BondCapitalIndexedSecurityDefinition<CouponInflationZeroCouponMonthlyGearingDefinition> fromMonthly(final IndexPrice priceIndex, final int monthLag, final ZonedDateTime startDate,
      final double indexStartValue, final ZonedDateTime maturityDate, final Period couponPeriod, final double notional, final double realRate, final BusinessDayConvention businessDay,
      final int settlementDays, final Calendar calendar, final DayCount dayCount, final YieldConvention yieldConvention, final boolean isEOM, final String issuer) {
    // Nominal construction
    final CouponInflationZeroCouponMonthlyGearingDefinition nominalPayment = CouponInflationZeroCouponMonthlyGearingDefinition.from(startDate, maturityDate, notional, priceIndex, indexStartValue,
        monthLag,
        monthLag, true, 1.0);
    final AnnuityDefinition<CouponInflationZeroCouponMonthlyGearingDefinition> nominalAnnuity = new AnnuityDefinition<>(
        new CouponInflationZeroCouponMonthlyGearingDefinition[] {nominalPayment }, calendar);
    // Coupon construction
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  public static BondCapitalIndexedSecurityDefinition<CouponInflationZeroCouponMonthlyGearingDefinition> fromMonthly(final IndexPrice priceIndex, final int monthLag, final ZonedDateTime startDate,
      final double indexStartValue, final ZonedDateTime firstCouponDate, final ZonedDateTime maturityDate, final Period couponPeriod, final double notional, final double realRate,
      final BusinessDayConvention businessDay, final int settlementDays, final Calendar calendar, final DayCount dayCount, final YieldConvention yieldConvention, final boolean isEOM,
      final String issuer) {
    // Nominal construction
    final CouponInflationZeroCouponMonthlyGearingDefinition nominalPayment = CouponInflationZeroCouponMonthlyGearingDefinition.from(startDate, maturityDate, notional, priceIndex, indexStartValue,
        monthLag,
        monthLag, true, 1.0);
    final AnnuityDefinition<CouponInflationZeroCouponMonthlyGearingDefinition> nominalAnnuity = new AnnuityDefinition<>(
        new CouponInflationZeroCouponMonthlyGearingDefinition[] {nominalPayment }, calendar);
    // Coupon construction
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  /**
   * Tests the bond constructors.
   */
  public void constructorGilts() {
    // Nominal construction
    final CouponInflationZeroCouponMonthlyGearingDefinition nominalPayment = CouponInflationZeroCouponMonthlyGearingDefinition.from(START_DATE_GILT_1,
        MATURITY_DATE_GILT_1, NOTIONAL_GILT_1, PRICE_INDEX_UKRPI, INDEX_START_GILT_1, MONTH_LAG_GILT_1, MONTH_LAG_GILT_1, true, 1.0);
    final AnnuityDefinition<CouponInflationZeroCouponMonthlyGearingDefinition> nominalAnnuity = new AnnuityDefinition<>(
        new CouponInflationZeroCouponMonthlyGearingDefinition[] {nominalPayment }, CALENDAR_GBP);
    // Coupon construction
    final ZonedDateTime[] paymentDatesUnadjusted = ScheduleCalculator.getUnadjustedDateSchedule(FIRST_COUPON_DATE_GILT_1, MATURITY_DATE_GILT_1, COUPON_PERIOD_GILT_1,
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