Examples of com.opengamma.financial.analytics.cashflow.FloatingPaymentMatrix

        list.add(Pair.of(ca, resetIndex));
      }
      values.put(date, list);
    }
    final int maxAmounts = message.getInt(MAX_AMOUNTS_FIELD);
    return new FloatingPaymentMatrix(values, maxAmounts);
  }

    } else if (value instanceof FixedPaymentMatrix) {
      final FixedPaymentMatrix previousMatrix = (FixedPaymentMatrix) currentTotal;
      final FixedPaymentMatrix currentMatrix = (FixedPaymentMatrix) value;
      return previousMatrix.add(currentMatrix);
    } else if (value instanceof FloatingPaymentMatrix) {
      final FloatingPaymentMatrix previousMatrix = (FloatingPaymentMatrix) currentTotal;
      final FloatingPaymentMatrix currentMatrix = (FloatingPaymentMatrix) value;
      return previousMatrix.add(currentMatrix);
    } else if (value instanceof MulticurveSensitivity) {
      final MulticurveSensitivity previousSensitivity = (MulticurveSensitivity) currentTotal;
      final MulticurveSensitivity currentSensitivity = (MulticurveSensitivity) value;
      return previousSensitivity.plus(currentSensitivity);

Related Classes of com.opengamma.financial.analytics.cashflow.FloatingPaymentMatrix

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