CreditDefaultSwapSecurityConverterDeprecated converter = new CreditDefaultSwapSecurityConverterDeprecated(
_holidaySource,
_regionSource,
recoveryRate);
LegacyVanillaCreditDefaultSwapDefinition cds = converter.visitLegacyVanillaCDSSecurity(security);
final StandardCDSQuotingConvention quoteConvention = StandardCDSQuotingConvention.parse(requirement.getConstraint(
ISDAFunctionConstants.CDS_QUOTE_CONVENTION));
final NodalTenorDoubleCurve spreadCurve = (NodalTenorDoubleCurve) inputs.getValue(ValueRequirementNames.BUCKETED_SPREADS);
if (spreadCurve == null) {
throw new OpenGammaRuntimeException("Bucketed spreads not available for " + getSpreadCurveIdentifier(security));