Examples of IndexPrice

com.opengamma.analytics.financial.instrument.index.IndexPrice
Class describing a price index, like the one used in inflation instruments.

Examples of com.opengamma.analytics.financial.instrument.index.IndexPrice

        ACCRUAL_END_DATE, 1.0, NOTIONAL, PRICE_INDEX, LAST_KNOWN_FIXING_DATE.minusDays(1), MONTH_LAG, 3, REFERENCE_START_DATE, REFERENCE_END_DATE, STRIKE, IS_CAP);
    assertFalse(YoY_CAP_DEFINITION.equals(modified));
    modified = new CapFloorInflationYearOnYearMonthlyDefinition(CUR, PAYMENT_DATE, ACCRUAL_START_DATE,
        ACCRUAL_END_DATE, 1.0, NOTIONAL, PRICE_INDEX, LAST_KNOWN_FIXING_DATE, MONTH_LAG - 1, 3, REFERENCE_START_DATE, REFERENCE_END_DATE, STRIKE, IS_CAP);
    assertFalse(YoY_CAP_DEFINITION.equals(modified));
    final IndexPrice modifiedPriceIndex = new IndexPrice("US CPI x", Currency.USD);
    modified = new CapFloorInflationYearOnYearMonthlyDefinition(CUR, PAYMENT_DATE, ACCRUAL_START_DATE,
        ACCRUAL_END_DATE, 1.0, NOTIONAL, modifiedPriceIndex, LAST_KNOWN_FIXING_DATE, MONTH_LAG, 3, REFERENCE_START_DATE, REFERENCE_END_DATE, STRIKE, IS_CAP);
    assertFalse(YoY_CAP_DEFINITION.equals(modified));
  }

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Examples of com.opengamma.analytics.financial.instrument.index.IndexPrice

                throw new OpenGammaRuntimeException("Could not get convention called " + inflationConfiguration.getPriceIndex());
              }
              try {
                final Currency currency = Currency.of(reference);
                //should this map check that the curve name has not already been entered?
                inflation.add(new IndexPrice(priceIndexConvention.getName(), currency));
              } catch (final IllegalArgumentException e) {
                throw new OpenGammaRuntimeException("Cannot handle reference type " + reference + " for inflation curves");
              }
            } else {
              throw new OpenGammaRuntimeException("Cannot handle " + type.getClass());

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Examples of com.opengamma.analytics.financial.instrument.index.IndexPrice

  public InflationZeroCouponCapFloorParameters() {


    _expiryTimes = new double[1];
    _strikes = new double[0];
    _volatility = new double[0][0];
    _index = new IndexPrice("index", null);
  }

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Examples of com.opengamma.analytics.financial.instrument.index.IndexPrice

  public InflationYearOnYearCapFloorParameters() {


    _expiryTimes = new double[1];
    _strikes = new double[0];
    _volatility = new double[0][0];
    _index = new IndexPrice("index", null);
  }

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