Examples of YieldCurveFixingSeriesProvider

Examples of com.opengamma.financial.analytics.conversion.YieldCurveFixingSeriesProvider

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    final LocalDate endDate = DateConstraint.evaluate(executionContext, desiredValue.getConstraint(END_DATE_PROPERTY));
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final MultiCurveCalculationConfig curveCalculationConfig = new ConfigDBCurveCalculationConfigSource(configSource).getConfig(curveCalculationConfigName);
    final ComputationTargetSpecification targetSpec = target.toSpecification();
    final ConventionBundleSource conventionBundleSource = OpenGammaExecutionContext.getConventionBundleSource(executionContext);
    final YieldCurveFixingSeriesProvider provider = new YieldCurveFixingSeriesProvider(conventionBundleSource);
    final Set<ComputedValue> results = new HashSet<>();
    final double absoluteTolerance = Double.parseDouble(absoluteToleranceName);
    final double relativeTolerance = Double.parseDouble(relativeToleranceName);
    final int iterations = Integer.parseInt(iterationsName);
    final boolean useFiniteDifference = Boolean.parseBoolean(useFiniteDifferenceName);
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Examples of com.opengamma.financial.analytics.conversion.YieldCurveFixingSeriesProvider

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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final HistoricalTimeSeriesSource timeSeriesSource = OpenGammaExecutionContext.getHistoricalTimeSeriesSource(executionContext);
    final ConventionBundleSource conventionBundleSource = OpenGammaExecutionContext.getConventionBundleSource(executionContext);
    final YieldCurveFixingSeriesProvider provider = new YieldCurveFixingSeriesProvider(conventionBundleSource);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String dataField = desiredValue.getConstraint(HistoricalTimeSeriesFunctionUtils.DATA_FIELD_PROPERTY);
    final String resolutionKey = parseString(desiredValue.getConstraint(HistoricalTimeSeriesFunctionUtils.RESOLUTION_KEY_PROPERTY));
    final LocalDate startDate = DateConstraint.evaluate(executionContext, desiredValue.getConstraint(HistoricalTimeSeriesFunctionUtils.START_DATE_PROPERTY));
    final boolean includeStart = HistoricalTimeSeriesFunctionUtils.parseBoolean(desiredValue.getConstraint(HistoricalTimeSeriesFunctionUtils.INCLUDE_START_PROPERTY));
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