Package com.opengamma.financial.analytics.ircurve

Examples of com.opengamma.financial.analytics.ircurve.IndexType


    } else if (type == StripInstrumentType.PERIODIC_ZERO_DEPOSIT) {
      final int periodsPerYear = message.getInt(PERIODS_PER_YEAR);
      return new FixedIncomeStrip(type, tenor, periodsPerYear, true, conventionName);
    } else if (message.hasField(RESET_TENOR)) {
      final Tenor resetTenor = deserializer.fieldValueToObject(Tenor.class, message.getByName(RESET_TENOR));
      final IndexType indexType = deserializer.fieldValueToObject(IndexType.class, message.getByName(INDEX_TYPE));
      return new FixedIncomeStrip(type, tenor, resetTenor, indexType, conventionName);
    } else if (type == StripInstrumentType.BASIS_SWAP) {
      final Tenor payTenor = deserializer.fieldValueToObject(Tenor.class, message.getByName(PAY_TENOR));
      final Tenor receiveTenor = deserializer.fieldValueToObject(Tenor.class, message.getByName(RECEIVE_TENOR));
      final IndexType payIndexType = deserializer.fieldValueToObject(IndexType.class, message.getByName(PAY_INDEX_TYPE));
      final IndexType receiveIndexType = deserializer.fieldValueToObject(IndexType.class, message.getByName(RECEIVE_INDEX_TYPE));
      return new FixedIncomeStrip(type, tenor, payTenor, receiveTenor, payIndexType, receiveIndexType, conventionName);
    } else {
      return new FixedIncomeStrip(type, tenor, conventionName);
    }
  }
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