final YieldCurveDefinition curveDefinition = configSource.getSingle(YieldCurveDefinition.class, name, VersionCorrection.LATEST);
if (curveDefinition != null) {
final InterpolatedYieldCurveSpecificationBuilder builder = new ConfigDBInterpolatedYieldCurveSpecificationBuilder(configSource);
for (final LocalDate date : dates) {
s_logger.info("Processing curve date " + date);
final InterpolatedYieldCurveSpecification curveSpec = builder.buildCurve(date, curveDefinition);
for (final FixedIncomeStripWithIdentifier strip : curveSpec.getStrips()) {
s_logger.info("Processing strip " + strip.getSecurity());
if (strip.getStrip().getInstrumentType().equals(StripInstrumentType.FUTURE)) {
externalIds.add(ExternalIdBundle.of(strip.getSecurity()));
}