Examples of com.opengamma.financial.analytics.volatility.surface.SwaptionVolatilitySurfaceConfigPopulator

Package com.opengamma.financial.analytics.volatility.surface

Examples of com.opengamma.financial.analytics.volatility.surface.SwaptionVolatilitySurfaceConfigPopulator

com.opengamma.financial.analytics.volatility.surface.SwaptionVolatilitySurfaceConfigPopulator
Populates the {@link ConfigMaster} with swaption ATM volatility surface definitions and specificationsfor use with Bloomberg.

    if (isCurrencyMatrix()) {
      // TODO: [PLAT-2379] This won't work if the currency pair conventions aren't already loaded
      CurrencyMatrixConfigPopulator.populateCurrencyMatrixConfigMaster(cm);
    }
    if (isSwaptionVolatilitySurface()) {
      new SwaptionVolatilitySurfaceConfigPopulator(cm);
    }
    if (isIrFutureOptionSurface()) {
      new IRFutureOptionSurfaceConfigPopulator(cm);
    }
    if (isFxOptionVolatilitySurface()) {

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Related Classes of com.opengamma.financial.analytics.volatility.surface.SwaptionVolatilitySurfaceConfigPopulator

com.opengamma.financial.spring.ConfigMasterPopulatorsFactoryBean

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