Package com.opengamma.financial.analytics.curve

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


    @Override
    protected CurveNodeVisitor<InstrumentDefinition<?>> getCurveNodeConverter(final ConventionSource conventionSource, final HolidaySource holidaySource, final RegionSource regionSource,
        final SnapshotDataBundle marketData, final ExternalId dataId, final HistoricalTimeSeriesBundle historicalData, final ZonedDateTime valuationTime) {
      return CurveNodeVisitorAdapter.<InstrumentDefinition<?>>builder()
          .cashNodeVisitor(new CashNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .deliverableSwapFutureNode(new DeliverableSwapFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fraNode(new FRANodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .fxForwardNode(new FXForwardNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .rateFutureNode(new RateFutureNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .swapNode(new SwapNodeConverter(conventionSource, holidaySource, regionSource, marketData, dataId, valuationTime))
          .create();
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