Package com.opengamma.analytics.financial.simpleinstruments.derivative

Examples of com.opengamma.analytics.financial.simpleinstruments.derivative.SimpleInstrument.accept()

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    }
    final YieldAndDiscountCurve curve = (YieldAndDiscountCurve) curveObject;
    final double spot = (Double) spotObject;
    final SimpleFutureDataBundleDeprecated data = new SimpleFutureDataBundleDeprecated(curve, null, spot, 0., 0.);
    final SimpleInstrument instrument = security.accept(CONVERTER).toDerivative(now);
    final CurrencyAmount pv = instrument.accept(CALCULATOR, data);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .with(ValuePropertyNames.CURRENCY, pv.getCurrency().getCode()).get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), properties);
    return Collections.singleton(new ComputedValue(spec, pv.getAmount()));
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    }
    final YieldAndDiscountCurve payCurve = (YieldAndDiscountCurve) payCurveObject;
    final YieldAndDiscountCurve receiveCurve = (YieldAndDiscountCurve) receiveCurveObject;
    final SimpleFXFutureDataBundle data = new SimpleFXFutureDataBundle(payCurve, receiveCurve, spot);
    final SimpleInstrument instrument = security.accept(CONVERTER).toDerivative(now);
    final CurrencyAmount pv = instrument.accept(CALCULATOR, data);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.PAY_CURVE, _payCurveName)
        .with(ValuePropertyNames.RECEIVE_CURVE, _receiveCurveName)
        .with(ValuePropertyNames.CURRENCY, pv.getCurrency().getCode()).get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.PRESENT_VALUE, target.toSpecification(), properties);
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