Package com.opengamma.financial.analytics.ircurve.strips

Examples of com.opengamma.financial.analytics.ircurve.strips.CurveNodeWithIdentifier

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  public CurveNodeWithIdentifier visitRateFutureNode(final RateFutureNode node) {
    final Tenor startTenor = node.getStartTenor();
    final ExternalId identifier = _nodeIdMapper.getRateFutureNodeId(_curveDate, startTenor, node.getFutureTenor(), node.getFutureNumber());
    final String dataField = _nodeIdMapper.getRateFutureNodeDataField(startTenor);
    final DataFieldType fieldType = _nodeIdMapper.getRateFutureNodeDataFieldType(startTenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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  public CurveNodeWithIdentifier visitSwapNode(final SwapNode node) {
    final Tenor tenor = node.getMaturityTenor();
    final ExternalId identifier = _nodeIdMapper.getSwapNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getSwapNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getSwapNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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  public CurveNodeWithIdentifier visitZeroCouponInflationNode(final ZeroCouponInflationNode node) {
    final Tenor tenor = node.getTenor();
    final ExternalId identifier = _nodeIdMapper.getZeroCouponInflationNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getZeroCouponInflationNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getZeroCouponInflationNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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Related Classes of com.opengamma.financial.analytics.ircurve.strips.CurveNodeWithIdentifier

  • com.opengamma.financial.analytics.curve.CurveNodeWithIdentifierBuilder
  • com.opengamma.financial.analytics.curve.CurveNodeWithIdentifierBuilderTest
  • com.opengamma.financial.analytics.model.fx.FXForwardPointsFCNSPnLFunction
  • com.opengamma.financial.analytics.model.fx.FXForwardPointsYCNSPnLFunction
  • com.opengamma.financial.fudgemsg.CurveNodeBuilders$CurveNodeWithIdentifierBuilder
  • com.opengamma.financial.fudgemsg.CurveNodeBuildersTest
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