Package com.opengamma.financial.security.swap

Examples of com.opengamma.financial.security.swap.FloatingVarianceSwapLeg

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            bean.getVarianceSwapType());
      }

      @Override
      public SwapLeg visitFloatingVarianceSwapLeg(FloatingVarianceSwapLeg ignore) {
        return new FloatingVarianceSwapLeg(
            dayCountBeanToDayCount(bean.getDayCount()),
            frequencyBeanToFrequency(bean.getFrequency()),
            externalIdBeanToExternalId(bean.getRegion()),
            businessDayConventionBeanToBusinessDayConvention(bean.getBusinessDayConvention()),
            NotionalBeanOperation.createNotional(bean.getNotional()),
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Related Classes of com.opengamma.financial.security.swap.FloatingVarianceSwapLeg

  • com.opengamma.masterdb.security.hibernate.swap.SwapLegBeanOperation
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