Package com.opengamma.analytics.financial.interestrate.swap.derivative

Examples of com.opengamma.analytics.financial.interestrate.swap.derivative.Swap


  @SuppressWarnings({"unchecked", "rawtypes" })
  @Override
  public Swap<? extends Payment, ? extends Payment> toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
    final Annuity<? extends Payment> firstLeg = getFirstLeg().toDerivative(date, yieldCurveNames);
    final Annuity<? extends Payment> secondLeg = getSecondLeg().toDerivative(date, yieldCurveNames);
    return new Swap(firstLeg, secondLeg);
  }
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