| frequency,
dayCount,
businessDayConvention,
StubType.SHORT_START, 3,
"US Treasury", Currency.USD, "Senior", "No Restructuring");
cds1.addExternalId(ExternalId.of(ExternalSchemes.OG_SYNTHETIC_TICKER, "TEST_CDS_00001--US912828KY53-A"));
cds1.setName("TEST CDS" + _counter++);
return cds1;
}
|