Package com.opengamma.analytics.financial.interestrate.annuity.derivative

Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityPaymentFixed.trimBefore()


    } else {
      settlementTime = TimeCalculator.getTimeBetween(date, settlementDate);
    }
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) getNominal().toDerivative(date, creditCurveName);
    final Annuity<Coupon> coupon = (Annuity<Coupon>) getCoupons().toDerivative(date, indexFixingTS, yieldCurveNames);
    return new BondIborSecurity(nominal.trimBefore(settlementTime), coupon.trimBefore(settlementTime), settlementTime, riskFreeCurveName);
  }

  @Override
  public BondIborSecurity toDerivative(final ZonedDateTime date) {
    ArgumentChecker.notNull(date, "date");
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    } else {
      settlementTime = TimeCalculator.getTimeBetween(date, settlementDate);
    }
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) getNominal().toDerivative(date);
    final Annuity<Coupon> coupon = (Annuity<Coupon>) getCoupons().toDerivative(date, indexFixingTS);
    return new BondIborSecurity(nominal.trimBefore(settlementTime), coupon.trimBefore(settlementTime), settlementTime);
  }

  @Override
  public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
    ArgumentChecker.notNull(visitor, "visitor");
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