Package com.opengamma.analytics.financial.instrument.future

Examples of com.opengamma.analytics.financial.instrument.future.BondFutureDefinition.toDerivative()


    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final BondFutureSecurity security = (BondFutureSecurity) target.getSecurity();
    final BondFutureDefinition definition = (BondFutureDefinition) security.accept(_visitor);
    final Double referencePrice = 0.0; // TODO Futures Refactor
    final String[] curveNames = getCurveNames(desiredValue);
    final BondFuture bondFuture = definition.toDerivative(date, referencePrice, curveNames);
    return calculate(security, bondFuture, getData(desiredValue, inputs, target), target);
  }

  protected abstract Set<ComputedValue> calculate(com.opengamma.financial.security.future.BondFutureSecurity security, BondFuture bondFuture, T data, ComputationTarget target);
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