Package com.opengamma.financial.security.future

Examples of com.opengamma.financial.security.future.FXFutureSecurity.accept()


      spot = 1. / spot;
    }
    final YieldAndDiscountCurve payCurve = (YieldAndDiscountCurve) payCurveObject;
    final YieldAndDiscountCurve receiveCurve = (YieldAndDiscountCurve) receiveCurveObject;
    final SimpleFXFutureDataBundle data = new SimpleFXFutureDataBundle(payCurve, receiveCurve, spot);
    final SimpleInstrument instrument = security.accept(CONVERTER).toDerivative(now);
    final CurrencyAmount pv = instrument.accept(CALCULATOR, data);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.PAY_CURVE, _payCurveName)
        .with(ValuePropertyNames.RECEIVE_CURVE, _receiveCurveName)
        .with(ValuePropertyNames.CURRENCY, pv.getCurrency().getCode()).get();
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