Examples of com.opengamma.financial.analytics.ircurve.FixedIncomeStripIdentifierAndMaturityBuilder$InstrumentHandler

    final boolean useFiniteDifference = Boolean.parseBoolean(useFiniteDifferenceName);
    final Decomposition<?> decomposition = DecompositionFactory.getDecomposition(decompositionName);
    final Currency currency = Currency.of(targetSpec.getUniqueId().getValue());
    final LinkedHashSet<String> curveNames = new LinkedHashSet<>();
    int totalStrips = 0;
    final FixedIncomeStripIdentifierAndMaturityBuilder builder = new FixedIncomeStripIdentifierAndMaturityBuilder(OpenGammaExecutionContext.getRegionSource(executionContext),
        OpenGammaExecutionContext.getConventionBundleSource(executionContext), executionContext.getSecuritySource(), OpenGammaExecutionContext.getHolidaySource(executionContext));
    for (final String curveName : curveCalculationConfig.getYieldCurveNames()) {
      curveNames.add(curveName);
      totalStrips += getYieldCurveSpecification(inputs, targetSpec, curveName).getStrips().size();
    }

      }


      private InterpolatedYieldCurveSpecificationWithSecurities getCurveWithSecurities(final InterpolatedYieldCurveSpecification curveSpec, final FunctionExecutionContext executionContext,
                                                                                       final SnapshotDataBundle marketData) {
        //TODO: Move this to a seperate function
        final FixedIncomeStripIdentifierAndMaturityBuilder builder = new FixedIncomeStripIdentifierAndMaturityBuilder(OpenGammaExecutionContext.getRegionSource(executionContext),
                                                                                                                      OpenGammaExecutionContext.getConventionBundleSource(executionContext), executionContext.getSecuritySource(), OpenGammaExecutionContext.getHolidaySource(executionContext));
        final InterpolatedYieldCurveSpecificationWithSecurities curveSpecificationWithSecurities = builder.resolveToSecurity(curveSpec, marketData);
        return curveSpecificationWithSecurities;
      }


      private InterpolatedYieldCurveSpecification getCurveSpecification(final YieldCurveDefinition curveDefinition, final LocalDate curveDate) {
        final InterpolatedYieldCurveSpecification curveSpec = curveSpecBuilder.buildCurve(curveDate, curveDefinition);

Examples of com.opengamma.financial.analytics.ircurve.FixedIncomeStripIdentifierAndMaturityBuilder$InstrumentHandler

Related Classes of com.opengamma.financial.analytics.ircurve.FixedIncomeStripIdentifierAndMaturityBuilder$InstrumentHandler