Examples of GeneratorYDCurve


Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve

            forwardIborMap.put(curveName, iborIndex.toArray(new IborIndex[iborIndex.size()]));
          }
          if (!overnightIndex.isEmpty()) {
            forwardONMap.put(curveName, overnightIndex.toArray(new IndexON[overnightIndex.size()]));
          }
          final GeneratorYDCurve generator = getGenerator(definition, now.toLocalDate());
          singleCurves[j++] = new SingleCurveBundle<>(curveName, derivativesForCurve, generator.initialGuess(parameterGuessForCurves), generator);
        }
        final MultiCurveBundle<GeneratorYDCurve> groupBundle = new MultiCurveBundle<>(singleCurves);
        curveBundles[i++] = groupBundle;
      } // Group - end
      //TODO this is only in here because the code in analytics doesn't use generics properly
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