Package com.opengamma.financial.analytics.ircurve

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


    final StripInstrumentType stripType = StripInstrumentType.valueOf(message.getString(STRIP_TYPE_FIELD));
    final ExternalScheme scheme = ExternalScheme.of(message.getString(SCHEME_FIELD));
    if (message.hasField(DATA_FIELD) && message.hasField(TYPE_FIELD)) {
      final String dataField = message.getString(DATA_FIELD);
      final DataFieldType fieldType = DataFieldType.valueOf(message.getString(TYPE_FIELD));
      return new SyntheticIdentifierCurveInstrumentProvider(ccy, stripType, scheme, dataField, fieldType);
    }
    return new SyntheticIdentifierCurveInstrumentProvider(ccy, stripType, scheme);
  }
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