Examples of HistoricalTimeSeries


Examples of com.opengamma.core.historicaltimeseries.HistoricalTimeSeries

                              final LocalDate tradeDate,
                              final ExternalId curveId) {
    final HistoricalTimeSeriesSource historicalSource = getToolContext().getHistoricalTimeSeriesSource();
    final MasterConfigSource configSource = new MasterConfigSource(getToolContext().getConfigMaster());

    final HistoricalTimeSeries fixedRateSeries = historicalSource.getHistoricalTimeSeries("PX_LAST",
                                                                                          curveId.toBundle(),
                                                                                          HistoricalTimeSeriesRatingFieldNames.DEFAULT_CONFIG_NAME,
                                                                                          tradeDate,
                                                                                          true,
                                                                                          LocalDate.now(),
                                                                                          true);
    if (fixedRateSeries == null) {
      throw new OpenGammaRuntimeException("can't find time series for " + curveId + " on " + tradeDate);
    }
    return fixedRateSeries.getTimeSeries().getLatestValue();
  }
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