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

              if (overnightConvention == null) {
                throw new OpenGammaRuntimeException("Overnight convention called " + overnight.getConvention() + " was null");
              }
              overnightIndex.add(new IndexON(overnightConvention.getName(), overnightConvention.getCurrency(), overnightConvention.getDayCount(), overnightConvention.getPublicationLag()));
            } else if (type instanceof IssuerCurveTypeConfiguration) {
              final IssuerCurveTypeConfiguration issuer = (IssuerCurveTypeConfiguration) type;
              final String issuerName = issuer.getIssuerName();
              final Currency currency = Currency.of(issuer.getUnderlyingReference());
              issuerMap.put(curveName, Pair.of(issuerName, currency));
            } else {
              throw new OpenGammaRuntimeException("Cannot handle " + type.getClass());
            }
          } // type - end


    @Override
    public IssuerCurveTypeConfiguration buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final String issuerName = message.getString(ISSUER_NAME_FIELD);
      final String underlyingReference = message.getString(UNDERLYING_REFERENCE_FIELD);
      final IssuerCurveTypeConfiguration configuration = new IssuerCurveTypeConfiguration(issuerName, underlyingReference);
      return configuration;
    }

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

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