sb.append(frequency.getConventionName()).append(", ").append(currency.getCode()).append(' ').append(NOTIONAL_FORMATTER.format(notional));
return sb.toString();
}
private ExternalId getUnderlying(final Currency ccy, final LocalDate tradeDate, final Tenor tenor, final boolean ibor) {
final CurveSpecificationBuilderConfiguration curveSpecConfig = getCurrencyCurveConfig(ccy);
if (curveSpecConfig == null) {
return null;
}
if (ibor) {
return curveSpecConfig.getLiborSecurity(tradeDate, tenor);
} else {
if (ccy.equals(Currency.USD)) {
return curveSpecConfig.getSwap3MSecurity(tradeDate, tenor);
} else {
return curveSpecConfig.getSwap6MSecurity(tradeDate, tenor);
}
}
}