Package com.opengamma.analytics.financial.interestrate

Examples of com.opengamma.analytics.financial.interestrate.CompoundingType


    public CompoundingIborLegConvention buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final String name = message.getString(NAME_FIELD);
      final ExternalIdBundle externalIdBundle = deserializer.fieldValueToObject(ExternalIdBundle.class, message.getByName(EXTERNAL_ID_BUNDLE_FIELD));
      final ExternalId swapIndexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(IBOR_INDEX_ID_FIELD));
      final Tenor paymentTenor = Tenor.of(Period.parse(message.getString(PAYMENT_TENOR_FIELD)));
      final CompoundingType compoundingType = CompoundingType.valueOf(message.getString(COMPOUNDING_TYPE_FIELD));
      final Tenor compositionTenor = Tenor.of(Period.parse(message.getString(COMPOSITION_TENOR_FIELD)));
      final StubType stubTypeCompound = StubType.valueOf(message.getString(STUB_TYPE_COMPOUND_FIELD));
      final int settlementDays = message.getInt(SETTLEMENT_DAYS_FIELD);
      final boolean isEOM = message.getBoolean(IS_EOM_FIELD);
      final StubType stubTypeLeg = StubType.valueOf(message.getString(STUB_TYPE_LEG_FIELD));
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