public static final SpreadSensitivityCalculator CALCULATOR = new SpreadSensitivityCalculator();
@Override
public void init(final FunctionCompilationContext context) {
// using hardcoded region and calendar for now
_holidaySource = new WeekendHolidaySource(); //OpenGammaCompilationContext.getHolidaySource(context);
_regionSource = new TestRegionSource(getTestRegion()); //OpenGammaCompilationContext.getRegionSource(context);
//_converter = new CreditDefaultSwapSecurityConverterDeprecated(holidaySource, regionSource);
}