Examples of FXMatrix


Examples of com.opengamma.analytics.financial.forex.method.FXMatrix

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 7, 17);
    final Period tenor = Period.ofMonths(6);
    final double pts = 0.01;
    final double eurUsd = 1.25;
    final double notional = 123000000;
    final FXMatrix fxMatrix = new FXMatrix(EUR, USD, eurUsd);
    final GeneratorAttributeFX attribute = new GeneratorAttributeFX(tenor, fxMatrix);
    final ForexSwapDefinition insGenerated = GENERATOR_FX_EURUSD.generateInstrument(referenceDate, pts, notional, attribute);
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(referenceDate, SETTLEMENT_DAYS, CALENDAR);
    final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, tenor, BUSINESS_DAY, CALENDAR, IS_EOM);
    final ForexSwapDefinition insExpected = new ForexSwapDefinition(EUR, USD, startDate, endDate, notional, eurUsd, pts);
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