Package com.opengamma.financial.analytics.model.pnl

Examples of com.opengamma.financial.analytics.model.pnl.DefaultPnLRequirementsGatherer


    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");
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