final String year = Integer.toString(expiry.getExpiry().getYear() - 2010);
final String code = "ER" + letter + year;
final FutureSecurity security = new InterestRateFutureSecurity(expiry, "XLIF", "XLIF", CURRENCY, 2500, EURIBOR_3M, "Interest rate");
security.setName(code);
security.setExternalIdBundle(ExternalIdBundle.of(ExternalSchemes.bloombergTickerSecurityId(code)));
security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
securities.add(security);
amounts[i] = 50 - random.nextInt(100);
prices[i] = 1 - (1e-5 + random.nextDouble() / 100.);
}
return securities;