Examples of HolidaySource


Examples of com.opengamma.core.holiday.HolidaySource

  private static final BondSecurityDiscountingMethod CALCULATOR = BondSecurityDiscountingMethod.getInstance();
  private BondSecurityConverter _visitor;

  @Override
  public void init(final FunctionCompilationContext context) {
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    _visitor = new BondSecurityConverter(holidaySource, conventionSource, regionSource);
  }
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