Package com.opengamma.financial.analytics.fixedincome

Examples of com.opengamma.financial.analytics.fixedincome.InterestRateInstrumentType

80
81
82
83
84
85
86
87
88
89
90
    final Security security = target.getSecurity();
    if (security instanceof SwapSecurity) {
      if (!InterestRateInstrumentType.isFixedIncomeInstrumentType((SwapSecurity) security)) {
        return false;
      }
      final InterestRateInstrumentType type = SwapSecurityUtils.getSwapType((SwapSecurity) security);
      if ((type != InterestRateInstrumentType.SWAP_FIXED_CMS) && (type != InterestRateInstrumentType.SWAP_CMS_CMS) && (type != InterestRateInstrumentType.SWAP_IBOR_CMS)) {
        return false;
      }
    }
    final String currencyName = FinancialSecurityUtils.getCurrency(security).getCode();
View Full Code Here
105
106
107
108
109
110
111
112
113
114
115
  }

  @Override
  public InstrumentDefinition<?> visitSwapSecurity(final SwapSecurity security) {
    ArgumentChecker.notNull(security, "swap security");
    final InterestRateInstrumentType swapType = SwapSecurityUtils.getSwapType(security);
    switch (swapType) {
      case SWAP_FIXED_IBOR:
        return getFixedIborSwapDefinition(security, SwapSecurityUtils.payFixed(security), false);
      case SWAP_FIXED_IBOR_WITH_SPREAD:
        return getFixedIborSwapDefinition(security, SwapSecurityUtils.payFixed(security), true);
View Full Code Here
50
51
52
53
54
55
56
57
58
59
60
    final Security security = target.getSecurity();
    if (security instanceof SwapSecurity) {
      if (!InterestRateInstrumentType.isFixedIncomeInstrumentType((SwapSecurity) security)) {
        return false;
      }
      final InterestRateInstrumentType type = SwapSecurityUtils.getSwapType((SwapSecurity) security);
      if ((type != InterestRateInstrumentType.SWAP_FIXED_CMS) && (type != InterestRateInstrumentType.SWAP_CMS_CMS) && (type != InterestRateInstrumentType.SWAP_IBOR_CMS)) {
        return false;
      }
    }
    return true;
View Full Code Here
51
52
53
54
55
56
57
58
59
60
61
    final Security security = target.getSecurity();
    if (security instanceof SwapSecurity) {
      if (!InterestRateInstrumentType.isFixedIncomeInstrumentType((SwapSecurity) security)) {
        return false;
      }
      final InterestRateInstrumentType type = SwapSecurityUtils.getSwapType((SwapSecurity) security);
      if ((type != InterestRateInstrumentType.SWAP_FIXED_CMS) && (type != InterestRateInstrumentType.SWAP_CMS_CMS) && (type != InterestRateInstrumentType.SWAP_IBOR_CMS)) {
        return false;
      }
    }
    return true;
View Full Code Here
TOP

Related Classes of com.opengamma.financial.analytics.fixedincome.InterestRateInstrumentType

  • com.opengamma.financial.analytics.conversion.FixingTimeSeriesVisitor
  • com.opengamma.financial.analytics.conversion.SwapSecurityConverter
  • com.opengamma.financial.analytics.conversion.SwapSecurityConverterDeprecated
  • com.opengamma.financial.analytics.model.fixedincome.CrossCurrencySwapDefaults
  • com.opengamma.financial.analytics.model.fixedincome.CrossCurrencySwapFunction
  • com.opengamma.financial.analytics.model.fixedincome.InterestRateInstrumentCurveSpecificFunction
  • com.opengamma.financial.analytics.model.fixedincome.InterestRateInstrumentDefaultPropertiesFunction
  • com.opengamma.financial.analytics.model.fixedincome.InterestRateInstrumentFunction
  • com.opengamma.financial.analytics.model.horizon.SwapConstantSpreadThetaFunction
  • com.opengamma.financial.analytics.model.pnl.YieldCurveNodePnLDefaults
    • 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.