@Override
protected void doRun() {
final FloatingInterestRateLeg payLeg1 = new FloatingInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_3M, FloatingRateType.IBOR);
final FixedInterestRateLeg receiveLeg1 = new FixedInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, 0.04);
final SwapSecurity swap1 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg1, receiveLeg1);
swap1.setName("Swap AUD Bank Bill 3m");
swap1.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
final FloatingInterestRateLeg payLeg2 = new FloatingInterestRateLeg(ACT_365, SEMI_ANNUAL, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_6M, FloatingRateType.IBOR);
final FixedInterestRateLeg receiveLeg2 = new FixedInterestRateLeg(ACT_365, SEMI_ANNUAL, REGION, FOLLOWING, NOTIONAL, true, 0.04);
final SwapSecurity swap2 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg2, receiveLeg2);
swap2.setName("Swap AUD Bank Bill 6m");
swap2.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
final FloatingInterestRateLeg payLeg3 = new FloatingInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_3M, FloatingRateType.IBOR);
final FixedInterestRateLeg receiveLeg3 = new FixedInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, 0.0365);
final SwapSecurity swap3 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg3, receiveLeg3);
swap3.setName("Swap: receive 3.65% fixed ACT/365 vs 3m Bank Bill");
swap3.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
final FloatingInterestRateLeg receiveLeg4 = new FloatingInterestRateLeg(ACT_365, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, AUD_LIBOR_3M, FloatingRateType.IBOR);
final FixedInterestRateLeg payLeg4 = new FixedInterestRateLeg(ACT_360, QUARTERLY, REGION, FOLLOWING, NOTIONAL, true, 0.036);
final SwapSecurity swap4 = new SwapSecurity(TRADE_DATE, TRADE_DATE, MATURITY, COUNTERPARTY, payLeg4, receiveLeg4);
swap4.setName("Swap: receive 3.60% fixed ACT/360 vs 3m Bank Bill");
swap4.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
final Collection<SwapSecurity> swaps = new HashSet<>();
swaps.add(swap1);
swaps.add(swap2);
swaps.add(swap3);
swaps.add(swap4);