Package com.opengamma.financial.analytics.volatility.cube

Examples of com.opengamma.financial.analytics.volatility.cube.VolatilityCubeConfigPopulator

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    }
    if (isEquityOptionSurface()) {
      new EquityOptionSurfaceConfigPopulator(cm);
    }
    if (isVolatilityCube()) {
      new VolatilityCubeConfigPopulator(cm);
    }
    if (isFxForwardCurve()) {
      new FXForwardCurveConfigPopulator(cm);
    }
    if (isCurveCalculationConfiguration()) {
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    fxForward.put(UnorderedCurrencyPair.of(Currency.USD, Currency.JPY), new Triple<>("DEFAULT", "JPY", "JPY"));
    new YieldCurveConfigPopulator(configMaster, false);
    FXOptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, fxSurfaces);
    SwaptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, swaptionSurfaces);
    FXForwardCurveConfigPopulator.populateFXForwardCurveConfigMaster(configMaster, fxForward);
    new VolatilityCubeConfigPopulator(configMaster);
    new ExampleFXImpliedMultiCurveCalculationConfigPopulator(configMaster);
  }
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    final ConfigMaster configMaster = getToolContext().getConfigMaster();
    new YieldCurveConfigPopulator(configMaster, true);
    ExampleFXOptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, ExampleViewsPopulator.CURRENCY_PAIRS);
    ExampleATMSwaptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, ExampleViewsPopulator.SWAPTION_SURFACES);
    ExampleFXForwardCurveConfigPopulator.populateCurveConfigMaster(configMaster, ExampleViewsPopulator.CURRENCY_PAIRS);
    new VolatilityCubeConfigPopulator(configMaster);
  }
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Related Classes of com.opengamma.financial.analytics.volatility.cube.VolatilityCubeConfigPopulator

  • com.opengamma.examples.bloomberg.loader.ExampleCurveAndSurfaceDefinitionLoader
  • com.opengamma.examples.simulated.loader.ExampleCurveAndSurfaceDefinitionLoader
  • com.opengamma.financial.spring.ConfigMasterPopulatorsFactoryBean
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