Package com.opengamma.financial.analytics.ircurve

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


    return YieldCurveDefinitionJSONBuilder.INSTANCE.toJSON(getDummyYieldCurveDefinition());
  }

  private static YieldCurveDefinition getDummyYieldCurveDefinition() {
    YieldCurveDefinition dummy = new YieldCurveDefinition(Currency.GBP, ExternalSchemes.countryRegionId(Country.US), "", "", "", "", true);
    dummy.addStrip(new FixedIncomeStrip(StripInstrumentType.LIBOR, Tenor.DAY, ""));
    return dummy;
  }
View Full Code Here

TOP

Related Classes of com.opengamma.financial.analytics.ircurve.FixedIncomeStrip

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.