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

            }
            derivativesForCurve[k++] = getCurveNodeConverter(conventionSource).getDerivative(node, definitionForNode, now, timeSeries);
          } // Node points - end
          for (final CurveTypeConfiguration type : entry.getValue()) { // Type - start
            if (type instanceof InflationCurveTypeConfiguration) {
              final InflationCurveTypeConfiguration inflationConfiguration = (InflationCurveTypeConfiguration) type;
              final String reference = inflationConfiguration.getReference();
              final PriceIndexConvention priceIndexConvention = conventionSource.getConvention(PriceIndexConvention.class, inflationConfiguration.getPriceIndex());
              if (priceIndexConvention == null) {
                throw new OpenGammaRuntimeException("Could not get convention called " + inflationConfiguration.getPriceIndex());
              }
              try {
                final Currency currency = Currency.of(reference);
                //should this map check that the curve name has not already been entered?
                inflation.add(new IndexPrice(priceIndexConvention.getName(), currency));


    @Override
    public InflationCurveTypeConfiguration buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final String reference = message.getString(REFERENCE_FIELD);
      final ExternalId priceIndex = deserializer.fieldValueToObject(ExternalId.class, message.getByName(PRICE_INDEX_FIELD));
      final InflationCurveTypeConfiguration configuration = new InflationCurveTypeConfiguration(reference, priceIndex);
      return configuration;
    }

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

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