Examples of CreditDefaultSwapOptionSecurityConverter

Examples of com.opengamma.financial.analytics.conversion.CreditDefaultSwapOptionSecurityConverter

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    final ZonedDateTime valuationTime = ZonedDateTime.now(executionContext.getValuationClock());
    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
    final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(executionContext);
    final OrganizationSource organizationSource = OpenGammaExecutionContext.getOrganizationSource(executionContext);
    final CreditDefaultSwapOptionSecurityConverter converter = new CreditDefaultSwapOptionSecurityConverter(securitySource, holidaySource, regionSource, organizationSource);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final CdsRecoveryRateIdentifier recoveryRateIdentifier = security.accept(new CreditSecurityToRecoveryRateVisitor(securitySource));
    final Object recoveryRateObject = inputs.getValue(new ValueRequirement("PX_LAST", ComputationTargetType.PRIMITIVE, recoveryRateIdentifier.getExternalId()));
    if (recoveryRateObject == null) {
      throw new OpenGammaRuntimeException("Could not get recovery rate");
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Examples of com.opengamma.financial.analytics.conversion.CreditDefaultSwapOptionSecurityConverter

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    final HolidaySource holidaySource = OpenGammaExecutionContext.getHolidaySource(executionContext);
    final ZonedDateTime valuationTime = ZonedDateTime.now(executionContext.getValuationClock());
    final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(executionContext);
    final OrganizationSource organizationSource = OpenGammaExecutionContext.getOrganizationSource(executionContext);
    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);
    final CreditDefaultSwapOptionSecurityConverter converter = new CreditDefaultSwapOptionSecurityConverter(securitySource, holidaySource, regionSource, organizationSource);
    final CreditDefaultSwapOptionSecurity security = (CreditDefaultSwapOptionSecurity) target.getSecurity();
    final CreditDefaultSwapOptionDefinition cdsOption = security.accept(converter);
    final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
    if (yieldCurveObject == null) {
      throw new OpenGammaRuntimeException("Could not get yield curve");
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