Package com.opengamma.financial.security.cds

Examples of com.opengamma.financial.security.cds.CreditDefaultSwapIndexComponent


  }
 
  public static CreditDefaultSwapIndexComponent cdsIndexComponentBeanToCDSIndexComponent(final CDSIndexComponentBean componentBean) {
    final ExternalId obligor = externalIdBeanToExternalId(componentBean.getObligor());
    final ExternalId bondId = externalIdBeanToExternalId(componentBean.getBondId());
    return new CreditDefaultSwapIndexComponent(componentBean.getName(), obligor, componentBean.getWeight(), bondId);
  }
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    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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