Package com.opengamma.financial.analytics.conversion

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


    final FRASecurityConverter fraConverter = new FRASecurityConverter(holidaySource, regionSource, conventionSource);
    final SwapSecurityConverter swapConverter = new SwapSecurityConverter(holidaySource, conventionSource, regionSource);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();
    final DeliverableSwapFutureSecurityConverter dsfConverter = new DeliverableSwapFutureSecurityConverter(securitySource, swapConverter);
    final FederalFundsFutureTradeConverter federalFundsFutureTradeConverter = new FederalFundsFutureTradeConverter(holidaySource, conventionSource, regionSource);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .cashSecurityVisitor(cashConverter)
        .deliverableSwapFutureSecurityVisitor(dsfConverter)
        .fraSecurityVisitor(fraConverter)
        .swapSecurityVisitor(swapConverter)
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    final SwapSecurityConverter swapConverter = new SwapSecurityConverter(holidaySource, conventionSource, regionSource);
    final SwaptionSecurityConverter swaptionConverter = new SwaptionSecurityConverter(securitySource, swapConverter);
    final FXForwardSecurityConverter fxForwardSecurityConverter = new FXForwardSecurityConverter();
    final NonDeliverableFXForwardSecurityConverter nonDeliverableFXForwardSecurityConverter = new NonDeliverableFXForwardSecurityConverter();
    final DeliverableSwapFutureSecurityConverter dsfConverter = new DeliverableSwapFutureSecurityConverter(securitySource, swapConverter);
    final FederalFundsFutureTradeConverter federalFundsFutureTradeConverter = new FederalFundsFutureTradeConverter(holidaySource, conventionSource, regionSource);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .cashSecurityVisitor(cashConverter)
        .deliverableSwapFutureSecurityVisitor(dsfConverter)
        .fraSecurityVisitor(fraConverter)
        .swapSecurityVisitor(swapConverter)
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