Package com.opengamma.financial.analytics.model.volatility.local.deprecated

Examples of com.opengamma.financial.analytics.model.volatility.local.deprecated.ForexLocalVolatilityPDEPresentValueResultCollection


      }
      if (message.getByName(ForexLocalVolatilityPDEPresentValueResultCollection.BLACK_CALL_PV) != null) {
        final double[] array = deserializer.fieldValueToObject(double[].class, message.getByName(ForexLocalVolatilityPDEPresentValueResultCollection.BLACK_CALL_PV));
        pvDataMap.put(ForexLocalVolatilityPDEPresentValueResultCollection.BLACK_CALL_PV, array);
      }
      return new ForexLocalVolatilityPDEPresentValueResultCollection(strikes, pvDataMap);
    }
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