return floatingSpreadIRLeg;
}
@Override
public SwapLeg visitFloatingGearingIRLeg(FloatingGearingIRLeg ignore) {
FloatingGearingIRLeg floatingGearingIRLeg = new FloatingGearingIRLeg(
dayCountBeanToDayCount(bean.getDayCount()),
frequencyBeanToFrequency(bean.getFrequency()),
externalIdBeanToExternalId(bean.getRegion()),
businessDayConventionBeanToBusinessDayConvention(bean.getBusinessDayConvention()),
NotionalBeanOperation.createNotional(bean.getNotional()),
bean.isEom(),
externalIdBeanToExternalId(bean.getRateIdentifier()),
bean.getFloatingRateType(), bean.getGearing());
floatingGearingIRLeg.setInitialFloatingRate(bean.getRate());
floatingGearingIRLeg.setSettlementDays(bean.getSettlementDays());
floatingGearingIRLeg.setOffsetFixing(frequencyBeanToFrequency(bean.getOffsetFixing()));
return floatingGearingIRLeg;
}
@Override
public SwapLeg visitFixedVarianceSwapLeg(FixedVarianceSwapLeg ignore) {