Examples of com.opengamma.financial.security.cds.CDSIndexComponentBundle$CDSIndexComponentObligorComparator

com.opengamma.financial.security.cds.CDSIndexComponentBundle

Immutable set of {@link CreditDefaultSwapIndexComponent} thatrepresents the CreditDefaultSwapIndexDefinitionSecurity components

It uses a comparator based on the ObligorCode of each components as opposed to natural ordering of weight and name.

Note that ideally we would use a Map keyed on RED code with values of the components, sorted by the values. However, standard maps are sorted by kets so would not be usable. Instead this class maintains a Map to ensure each RED code only appears once and a sorted set of the components.

    return security;
  }


  public static CreditDefaultSwapIndexDefinitionSecurity getCreditDefaultSwapIndexDefinitionSecurity() {
    final CDSIndexTerms terms = CDSIndexTerms.of(Tenor.ONE_YEAR);
    final CDSIndexComponentBundle components = CDSIndexComponentBundle.of(new CreditDefaultSwapIndexComponent("NAME", ExternalId.of("Test", "A"), 1., ExternalId.of("Test", "Bond")));
    final CreditDefaultSwapIndexDefinitionSecurity security = new CreditDefaultSwapIndexDefinitionSecurity("1", "1", "All", USD, 0.02, terms, components);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1223"));
    return security;
  }

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Examples of com.opengamma.financial.security.cds.CDSIndexComponentBundle$CDSIndexComponentObligorComparator

Related Classes of com.opengamma.financial.security.cds.CDSIndexComponentBundle$CDSIndexComponentObligorComparator