Examples of YieldCurveMarketDataFunction


Examples of com.opengamma.financial.analytics.ircurve.YieldCurveMarketDataFunction

    }
    s_logger.debug("Got spot rate {} for {}", spotRate, spotRateIdentifier);
    final FunctionExecutionContext execContext = createFunctionExecutionContext(spotRate.getFirst());
    final FunctionCompilationContext compContext = createFunctionCompilationContext();
    final CompiledFunctionDefinition payYieldCurveSpecificationFunction = createFunction(compContext, execContext, new YieldCurveSpecificationFunction(payCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition payYieldCurveMarketDataFunction = createFunction(compContext, execContext, new YieldCurveMarketDataFunction(payCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition receiveYieldCurveSpecificationFunction = createFunction(compContext, execContext, new YieldCurveSpecificationFunction(receiveCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition receiveYieldCurveMarketDataFunction = createFunction(compContext, execContext, new YieldCurveMarketDataFunction(receiveCurrency, getCurrencyCurveName()));
    final CompiledFunctionDefinition yieldCurveFunction = createFunction(compContext, execContext, new MultiYieldCurvePresentValueMethodFunction());
    final CompiledFunctionDefinition fxForwardCurveFromYieldCurveFunction = createFunction(compContext, execContext, new FXForwardCurveFromYieldCurvesFunction());
    ComputationTarget target;
    // PAY
    target = new ComputationTarget(ComputationTargetType.CURRENCY, payCurrency);
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