Package com.opengamma.analytics.financial.provider.description.interestrate

Examples of com.opengamma.analytics.financial.provider.description.interestrate.MulticurveForwardPointsProvider


        if (currency1.equals(pairs.getCurrencyPair(currency1, currency2).getBase())) {
          ccyPair = Pair.of(currency1, currency2);
        } else {
          ccyPair = Pair.of(currency2, currency1);
        }
        final MulticurveForwardPointsProviderInterface curves = new MulticurveForwardPointsProvider(getMergedProviders(inputs, fxMatrix), forwardPoints, ccyPair);
        final CurveBuildingBlockBundle blocks = getMergedCurveBuildingBlocks(inputs);
        final MultipleCurrencyParameterSensitivity sensitivities = CALCULATOR.fromInstrument(forex, curves, blocks);
        final Set<Pair<String, Currency>> entries = sensitivities.getAllNamesCurrency();
        final Set<String> curveNames = new HashSet<>();
        for (final Pair<String, Currency> pair : entries) {
View Full Code Here

TOP

Related Classes of com.opengamma.analytics.financial.provider.description.interestrate.MulticurveForwardPointsProvider

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.