ExternalSchemes.financialRegionId("US+GB"),
BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following"),
new InterestRateNotional(Currency.USD, 6000000.0),
false,
0.035));
swap3.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
swap3.setName("Swap: pay 3m Libor vs 3.5% fixed, start=" + swap3.getEffectiveDate().toLocalDate() + ", maturity=" + swap3.getMaturityDate().toLocalDate() + ", notional=USD 6MM");
storeFinancialSecurity(swap3);
final SwaptionSecurity swaption3 = new SwaptionSecurity(false, swap3.getExternalIdBundle().getExternalId(ExternalScheme.of(ID_SCHEME)),
false, new Expiry(ZonedDateTime.of(LocalDateTime.of(year + 5, 6, 1, 1, 0), ZoneOffset.UTC)),
true, Currency.USD, null, europeanExerciseType, null);