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

    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final InterestRateFutureOptionSecurityConverter irFutureOptionConverter = new InterestRateFutureOptionSecurityConverter(holidaySource, conventionSource, regionSource, securitySource);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> securityConverter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .irfutureOptionVisitor(irFutureOptionConverter)
        .create();
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource,
        regionSource);

    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionBundleSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final HistoricalTimeSeriesResolver timeSeriesResolver = OpenGammaCompilationContext.getHistoricalTimeSeriesResolver(context);
    final InterestRateFutureOptionSecurityConverter irFutureOptionConverter = new InterestRateFutureOptionSecurityConverter(holidaySource, conventionSource, regionSource, securitySource);
    final InterestRateFutureOptionTradeConverter optionTradeToTxnDefnConverter = new InterestRateFutureOptionTradeConverter(irFutureOptionConverter);
    final FutureTradeConverter futureTradeConverter = new FutureTradeConverter(securitySource, holidaySource, conventionSource, conventionBundleSource, regionSource);
    final FixedIncomeConverterDataProvider definitionConverter = new FixedIncomeConverterDataProvider(conventionBundleSource, timeSeriesResolver);


    return new AbstractInvokingCompiledFunction() {

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

Related Classes of com.opengamma.financial.analytics.conversion.InterestRateFutureOptionSecurityConverter