Examples of MulticurveProviderDiscount


Examples of com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderDiscount

    }

    @Override
    protected MulticurveProviderInterface getKnownData(final FunctionInputs inputs) {
      final FXMatrix fxMatrix = (FXMatrix) inputs.getValue(ValueRequirementNames.FX_MATRIX);
      MulticurveProviderDiscount knownData;
      if (getExogenousRequirements().isEmpty()) {
        knownData = new MulticurveProviderDiscount(fxMatrix);
      } else {
        knownData = (MulticurveProviderDiscount) inputs.getValue(ValueRequirementNames.CURVE_BUNDLE);
        knownData.setForexMatrix(fxMatrix);
      }
      return knownData;
    }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.