Package com.opengamma.financial.analytics.conversion

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


    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final InflationSwapSecurityConverter swapConverter = new InflationSwapSecurityConverter(conventionSource, regionSource, holidaySource);
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);
    return new TradeConverter(futureTradeConverter, swapConverter);
  }
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