Package com.opengamma.financial.convention

Examples of com.opengamma.financial.convention.ConventionBundleMaster

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    _futuresExternalIds = getFutures(configSource, curveNames, dates);

  }

  private Set<ExternalId> getInitialRateExternalIds(final Set<Currency> currencies) {
    final ConventionBundleMaster cbm = new InMemoryConventionBundleMaster();
    final DefaultConventionBundleSource cbs = new DefaultConventionBundleSource(cbm);
    final Set<ExternalId> externalInitialRateId = newHashSet();
    for (final Currency currency : currencies) {
      for (final String swapType : new String[]{"SWAP", "3M_SWAP", "6M_SWAP"}) {
        final String product = currency.getCode() + "_" + swapType;
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        initialRateExternalIds,
        curveNodesExternalIds);
  }

  private Set<ExternalId> getInitialRateExternalIds(final Set<Currency> currencies) {
    final ConventionBundleMaster cbm = new InMemoryConventionBundleMaster();
    final DefaultConventionBundleSource cbs = new DefaultConventionBundleSource(cbm);
    final Set<ExternalId> externalInitialRateId = newHashSet();
    for (final Currency currency : currencies) {
      for (final String swapType : new String[]{"SWAP", "3M_SWAP", "6M_SWAP"}) {
        final String product = currency.getCode() + "_" + swapType;
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@Test(groups = TestGroup.UNIT)
public class InMemoryConventionBundleMasterTest {

  @Test
  public void testRepository() {
    final ConventionBundleMaster repo = new InMemoryConventionBundleMaster();
    final ConventionBundleSource source = new DefaultConventionBundleSource(repo);
    final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following");
    final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following");
    final DayCount actact = DayCountFactory.INSTANCE.getDayCount("Actual/360");
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Related Classes of com.opengamma.financial.convention.ConventionBundleMaster

  • com.opengamma.examples.bloomberg.loader.CurveNodeHistoricalDataLoader
  • com.opengamma.financial.InMemoryConventionBundleMasterTest
  • com.opengamma.integration.tool.marketdata.CurveHtsResolverTool
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