Examples of TullettPrebonFXOptionVolatilitySurfaceInstrumentProvider


Examples of com.opengamma.financial.analytics.volatility.surface.TullettPrebonFXOptionVolatilitySurfaceInstrumentProvider

  @Override
  public TullettPrebonFXOptionVolatilitySurfaceInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final String fxPrefix = message.getString("fxPrefix");
    final String ccyPair = message.getString("ccyPair");
    final String dataFieldName = message.getString("dataFieldName");
    return new TullettPrebonFXOptionVolatilitySurfaceInstrumentProvider(fxPrefix, ccyPair, dataFieldName);
  }
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