Package com.opengamma.financial.convention.frequency

Examples of com.opengamma.financial.convention.frequency.Frequency

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    return new Expiry(ZonedDateTime.now().plusMonths(14));
  }

  private FixedInterestRateLeg fixedInterestRateLeg(final Notional notional) {
    final DayCount dayCount = dayCount();
    final Frequency frequency = frequency();
    final ExternalId regionIdentifier = region();
    final BusinessDayConvention businessDayConvention = businessDayConvention();
    final boolean eom = bool();
    final double rate = 0;
    return new FixedInterestRateLeg(dayCount, frequency, regionIdentifier, businessDayConvention, notional, eom, rate);
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    return new FixedInterestRateLeg(dayCount, frequency, regionIdentifier, businessDayConvention, notional, eom, rate);
  }

  private FloatingInterestRateLeg floatingInterestRateLeg(final Notional notional) {
    final DayCount dayCount = dayCount();
    final Frequency frequency = frequency();
    final ExternalId regionIdentifier = region();
    final BusinessDayConvention businessDayConvention = businessDayConvention();
    final boolean eom = bool();
    final ExternalId floatingReferenceRateId = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final FloatingRateType floatingRateType = floatingRateType();
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    final Currency currency = currency();
    final YieldConvention yieldConvention = yieldConvention();
    final Expiry lastTradeDate = expiry();
    final String couponType = "couponType";
    final double couponRate = 1.5;
    final Frequency couponFrequency = frequency();
    final DayCount dayCountConvention = dayCount();
    final ZonedDateTime interestAccrualDate = ZonedDateTime.now().minusMonths(24);
    final ZonedDateTime settlementDate = ZonedDateTime.now().minusMonths(12);
    final ZonedDateTime firstCouponDate = interestAccrualDate;
    final Double issuancePrice = 100d;
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    final Currency currency = currency();
    final YieldConvention yieldConvention = yieldConvention();
    final Expiry lastTradeDate = expiry();
    final String couponType = "couponType";
    final double couponRate = 1.5;
    final Frequency couponFrequency = frequency();
    final DayCount dayCountConvention = dayCount();
    final ZonedDateTime interestAccrualDate = ZonedDateTime.now().minusMonths(24);
    final ZonedDateTime settlementDate = ZonedDateTime.now().minusMonths(12);
    final ZonedDateTime firstCouponDate = interestAccrualDate;
    final Double issuancePrice = 100d;
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    final Currency currency = currency();
    final YieldConvention yieldConvention = yieldConvention();
    final Expiry lastTradeDate = expiry();
    final String couponType = "couponType";
    final double couponRate = 1.5;
    final Frequency couponFrequency = frequency();
    final DayCount dayCountConvention = dayCount();
    final ZonedDateTime interestAccrualDate = ZonedDateTime.now().minusMonths(24);
    final ZonedDateTime settlementDate = ZonedDateTime.now().minusMonths(12);
    final ZonedDateTime firstCouponDate = interestAccrualDate;
    final Double issuancePrice = 100d;
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    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(24);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(60);
    final double notional = 1e6;
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.RIC, "USDSFIX10Y=");
    final double strike = 0.01;
    final Frequency frequency = frequency();
    final Currency currency = currency();
    final DayCount dayCount = dayCount();
    final boolean payer = bool();
    final boolean cap = bool();
    final boolean ibor = bool();
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    final double notional = 1e6;
    final Currency currency = currency();
    final ExternalId longIdentifier = ExternalId.of(ExternalSchemes.RIC, "USDSFIX10Y=");
    final ExternalId shortIdentifier = ExternalId.of(ExternalSchemes.RIC, "USDSFIX1Y=");
    final double strike = 0;
    final Frequency frequency = frequency();
    final DayCount dayCount = dayCount();
    final boolean payer = bool();
    final boolean cap = bool();
    final CapFloorCMSSpreadSecurity security = new CapFloorCMSSpreadSecurity(startDate, maturityDate, notional, longIdentifier, shortIdentifier, strike, frequency, currency, dayCount, payer, cap);
    store(security);
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    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
    final StubType stubType = stubType();
    final Frequency couponFrequency = frequency();
    final DayCount dayCount = dayCount();
    final BusinessDayConvention businessDayConvention = businessDayConvention();
    final boolean immAdjustMaturityDate = bool();
    final boolean adjustEffectiveDate = bool();
    final boolean adjustMaturityDate = bool();
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    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
    final StubType stubType = stubType();
    final Frequency couponFrequency = frequency();
    final DayCount dayCount = dayCount();
    final BusinessDayConvention businessDayConvention = businessDayConvention();
    final boolean immAdjustMaturityDate = bool();
    final boolean adjustEffectiveDate = bool();
    final boolean adjustMaturityDate = bool();
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    final ExternalId regionId = region();
    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime effectiveDate = ZonedDateTime.now().minusMonths(5);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
    final StubType stubType = stubType();
    final Frequency couponFrequency = frequency();
    final DayCount dayCount = dayCount();
    final BusinessDayConvention businessDayConvention = businessDayConvention();
    final boolean immAdjustMaturityDate = bool();
    final boolean adjustEffectiveDate = bool();
    final boolean adjustMaturityDate = bool();
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