Package com.opengamma.financial.analytics.ircurve

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

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  public void afterPropertiesSet() {
    final ConfigMaster cm = getConfigMaster();
    ArgumentChecker.notNull(cm, "ConfigMaster");

    if (isYieldCurve()) {
      new YieldCurveConfigPopulator(cm);
    }
    if (isCurrencyMatrix()) {
      // TODO: [PLAT-2379] This won't work if the currency pair conventions aren't already loaded
      CurrencyMatrixConfigPopulator.populateCurrencyMatrixConfigMaster(cm);
    }
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    for (final Currency ccy : ExampleSwaptionPortfolioLoader.CCYS) {
      swaptionSurfaces.put(ccy, "DEFAULT");
    }
    final Map<UnorderedCurrencyPair, Triple<String, String, String>> fxForward = new HashMap<>();
    fxForward.put(UnorderedCurrencyPair.of(Currency.USD, Currency.JPY), new Triple<>("DEFAULT", "JPY", "JPY"));
    new YieldCurveConfigPopulator(configMaster, false);
    FXOptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, fxSurfaces);
    SwaptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, swaptionSurfaces);
    FXForwardCurveConfigPopulator.populateFXForwardCurveConfigMaster(configMaster, fxForward);
    new VolatilityCubeConfigPopulator(configMaster);
    new ExampleFXImpliedMultiCurveCalculationConfigPopulator(configMaster);
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public class ExampleCurveAndSurfaceDefinitionLoader extends AbstractTool<ToolContext> {

  @Override
  protected void doRun() throws Exception {
    final ConfigMaster configMaster = getToolContext().getConfigMaster();
    new YieldCurveConfigPopulator(configMaster, true);
    ExampleFXOptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, ExampleViewsPopulator.CURRENCY_PAIRS);
    ExampleATMSwaptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, ExampleViewsPopulator.SWAPTION_SURFACES);
    ExampleFXForwardCurveConfigPopulator.populateCurveConfigMaster(configMaster, ExampleViewsPopulator.CURRENCY_PAIRS);
    new VolatilityCubeConfigPopulator(configMaster);
  }
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Related Classes of com.opengamma.financial.analytics.ircurve.YieldCurveConfigPopulator

  • com.opengamma.examples.bloomberg.loader.ExampleCurveAndSurfaceDefinitionLoader
  • com.opengamma.examples.simulated.loader.ExampleCurveAndSurfaceDefinitionLoader
  • com.opengamma.financial.spring.ConfigMasterPopulatorsFactoryBean
  • com.opengamma.util.money.Currency
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