Examples of com.opengamma.financial.analytics.ircurve.calcconfig.CurveInstrumentConfig

      LinkedHashMap<String, CurveInstrumentConfig> curveInstrumentExposures = null;
      if (message.hasField(INSTRUMENT_EXPOSURES_CURVE_NAME_FIELD)) {
        curveInstrumentExposures = new LinkedHashMap<String, CurveInstrumentConfig>();
        for (int i = 0; i < instrumentExposuresCurveNameField.size(); i++) {
          final String curveName = deserializer.fieldValueToObject(String.class, instrumentExposuresCurveNameField.get(i));
          final CurveInstrumentConfig config = deserializer.fieldValueToObject(CurveInstrumentConfig.class, instrumentExposuresForCurve.get(i));
          curveInstrumentExposures.put(curveName, config);
        }
      }
      if (message.hasField(EXOGENOUS_DATA_FIELD)) {
        final List<FudgeField> exogenousConfigFields = message.getAllByName(EXOGENOUS_DATA_FIELD);

        for (final FudgeField field : namesField) {
          curveNames[j++] = deserializer.fieldValueToObject(String.class, field);
        }
        exposures.put(StripInstrumentType.valueOf(stripName), curveNames);
      }
      return new CurveInstrumentConfig(exposures);
    }

Related Classes of com.opengamma.financial.analytics.ircurve.calcconfig.CurveInstrumentConfig

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.