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

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

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  @Override
  public CurveNodeWithIdentifier visitFRANode(final FRANode node) {
    final Tenor tenor = node.getFixingEnd();
    final ExternalId identifier = _nodeIdMapper.getFRANodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getFRANodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getFRANodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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    final Tenor tenor = node.getMaturityTenor();
    if (ids.get(tenor) instanceof StaticCurvePointsInstrumentProvider) {
      final StaticCurvePointsInstrumentProvider provider = (StaticCurvePointsInstrumentProvider) ids.get(tenor);
      final ExternalId identifier = provider.getInstrument(_curveDate, tenor);
      final String dataField = provider.getMarketDataField();
      final DataFieldType fieldType = provider.getDataFieldType();
      final ExternalId underlyingId = provider.getUnderlyingInstrument();
      final String underlyingField = provider.getUnderlyingMarketDataField();
      return new PointsCurveNodeWithIdentifier(node, identifier, dataField, fieldType, underlyingId, underlyingField);
    }
    final ExternalId identifier = _nodeIdMapper.getFXForwardNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getFXForwardNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getFXForwardNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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  @Override
  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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  @Override
  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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  @Override
  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.DataFieldType

  • com.opengamma.financial.analytics.curve.CurveNodeWithIdentifierBuilder
  • com.opengamma.financial.fudgemsg.BloombergFutureCurveInstrumentProviderFudgeBuilder
  • com.opengamma.financial.fudgemsg.CurveNodeBuilders$CurveNodeWithIdentifierBuilder
  • com.opengamma.financial.fudgemsg.StaticCurveInstrumentProviderFudgeBuilder
  • com.opengamma.financial.fudgemsg.StaticCurvePointsInstrumentProviderFudgeBuilder
  • com.opengamma.financial.fudgemsg.SyntheticIdentifierCurveInstrumentProviderFudgeBuilder
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