Package com.opengamma.financial.analytics.conversion

Examples of com.opengamma.financial.analytics.conversion.EquityVarianceSwapConverter

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  private EquityVarianceSwapConverter _converter;

  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    _converter = new EquityVarianceSwapConverter(holidaySource);
  }
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  }

  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    _converter = new EquityVarianceSwapConverter(holidaySource);

  }
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Related Classes of com.opengamma.financial.analytics.conversion.EquityVarianceSwapConverter

  • com.opengamma.financial.analytics.model.equity.varianceswap.EquityVarianceSwapFunction
  • com.opengamma.financial.analytics.model.equity.varianceswap.EquityVarianceSwapStaticReplicationFunction
  • com.opengamma.financial.convention.calendar.Calendar
  • com.opengamma.financial.convention.frequency.Frequency
  • com.opengamma.financial.convention.frequency.PeriodFrequency
  • com.opengamma.financial.convention.HolidaySourceCalendarAdapter
  • com.opengamma.util.money.Currency
  • com.opengamma.OpenGammaRuntimeException
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