Package com.opengamma.financial.analytics.curve

Examples of com.opengamma.financial.analytics.curve.CurveNodeCurrencyVisitor


        VersionCorrection.of(versionTime, versionTime));
    if (curveConstructionConfiguration == null) {
      throw new OpenGammaRuntimeException("Could not get curve construction configuration called " + _configurationName);
    }
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
    final CurveNodeVisitor<Set<Currency>> visitor = new CurveNodeCurrencyVisitor(conventionSource);
    final Set<Currency> currencies = CurveUtils.getCurrencies(curveConstructionConfiguration, configSource, versionTime, conventionSource, visitor);
    final ValueProperties properties = createValueProperties()
        .with(CURVE_CONSTRUCTION_CONFIG, _configurationName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.FX_MATRIX, ComputationTargetSpecification.NULL, properties);
View Full Code Here

TOP

Related Classes of com.opengamma.financial.analytics.curve.CurveNodeCurrencyVisitor

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.