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

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


    @Override
    public ZeroCouponInflationNode buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final Tenor tenor = Tenor.of(Period.parse(message.getString(TENOR_FIELD)));
      final ExternalId inflationConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(INFLATION_CONVENTION_FIELD));
      final ExternalId fixedConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(FIXED_CONVENTION_FIELD));
      final InflationNodeType inflationNodeType = InflationNodeType.valueOf(message.getString(INFLATION_NODE_TYPE_FIELD));
      final String curveNodeIdMapperName = message.getString(CURVE_MAPPER_ID_FIELD);
      if (message.hasField(NAME_FIELD)) {
        final String name = message.getString(NAME_FIELD);
        return new ZeroCouponInflationNode(tenor, inflationConvention, fixedConvention, inflationNodeType, curveNodeIdMapperName, name);
      }
View Full Code Here

TOP

Related Classes of com.opengamma.financial.analytics.ircurve.strips.InflationNodeType

Copyright © 2018 www.massapicom. All rights reserved.
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.