Package com.opengamma.financial.analytics

Examples of com.opengamma.financial.analytics.PositionOrTradeScalingFunction


    functions.addFunction(new PositionDefaultPropertyFunction());
    functions.addFunction(new AttributableDefaultPropertyFunction());
    functions.addFunction(new AggregationDefaultPropertyFunction("Present Value", SummingFunction.AGGREGATION_STYLE_FULL));
    // Basic scaling and aggregation
    functions.addFunction(new SummingFunction("Present Value"));
    functions.addFunction(new PositionOrTradeScalingFunction("Present Value"));
    functions.addFunction(new TradeScalingFunction("Present Value"));
    // Mock PV function
    functions.addFunction(new MockPVFunction());
    // Default curve injection
    functions.addFunction(new DefaultForwardFundingCurveFunction("DefaultForward", "DefaultFunding", "Present Value"));
View Full Code Here

TOP

Related Classes of com.opengamma.financial.analytics.PositionOrTradeScalingFunction

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.