Package com.opengamma.financial.security.swap

Examples of com.opengamma.financial.security.swap.SwapSecurity.addExternalId()


            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);
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    final InMemorySecuritySource securities = new InMemorySecuritySource();
    final ZonedDateTime zdt = ZonedDateTime.now();
    final SwapLeg leg = new FixedInterestRateLeg(DayCountFactory.INSTANCE.getDayCount("ACT/365"), SimpleFrequency.ANNUAL, ExternalId.of("Test", "Region"),
        BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following"), new InterestRateNotional(Currency.USD, 0d), false, 0d);
    final SwapSecurity security = new SwapSecurity(zdt, zdt, zdt, "Counterparty", leg, leg);
    security.addExternalId(ExternalId.of("Security", "Swap"));
    securities.addSecurity(security);
    return securities;
  }

  private SecurityLink createSecurityLink(final SecuritySource securities) {
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