private SwapSecurity getTenorSwap(final InterpolatedYieldCurveSpecification spec, final FixedIncomeStripWithIdentifier strip, final SnapshotDataBundle marketValues) {
final ExternalId swapIdentifier = strip.getSecurity();
final Double rate = marketValues.getDataPoint(swapIdentifier);
final LocalDate curveDate = spec.getCurveDate();
final ZonedDateTime tradeDate = curveDate.atTime(11, 00).atZone(ZoneOffset.UTC);
final ZonedDateTime effectiveDate = DateUtils.previousWeekDay(curveDate.plusDays(3)).atTime(11, 00).atZone(ZoneOffset.UTC);
final ZonedDateTime maturityDate = curveDate.plus(strip.getMaturity().getPeriod()).atTime(11, 00).atZone(ZoneOffset.UTC);
final ConventionBundle convention = _conventionBundleSource.getConventionBundle(ExternalId.of(InMemoryConventionBundleMaster.SIMPLE_NAME_SCHEME, spec.getCurrency().getCode() + "_TENOR_SWAP"));
final String counterparty = "";
final ConventionBundle payLegFloatRateConvention = _conventionBundleSource.getConventionBundle(convention.getBasisSwapPayFloatingLegInitialRate());
final ConventionBundle receiveLegFloatRateConvention = _conventionBundleSource.getConventionBundle(convention.getBasisSwapReceiveFloatingLegInitialRate());