final OverrideOperationCompiler ooc = initOverrideOperationCompiler(repo, configuration);
initFunctionExecutionContext(repo, configuration, ooc);
}
protected void initPnlRequirementsGatherer() {
_pnlRequirementsGatherer = new DefaultPnLRequirementsGatherer() {
{
addCurveCalculationConfig("USD", "DefaultTwoCurveUSDConfig");
addFXCurveCalculationConfig("USD", "DefaultTwoCurveUSDConfig");
addIRFuturesCurveCalculationConfig("USD", "DefaultTwoCurveUSDConfig");
addFXDiscountingCurveName("USD", "Forward3M");