static {
USD_DSC_NODES[0] =
TermDepositCurveNode.of(
TermDepositTemplate.of(Period.ofDays(1), USD_DEPOSIT_T0),
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[0])));
USD_DSC_NODES[1] =
TermDepositCurveNode.of(
TermDepositTemplate.of(Period.ofDays(1), USD_DEPOSIT_T1),
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[1])));
for (int i = 0; i < USD_DSC_NB_OIS_NODES; i++) {
USD_DSC_NODES[USD_DSC_NB_DEPO_NODES + i] =
FixedOvernightSwapCurveNode.of(
FixedOvernightSwapTemplate.of(
Period.ZERO, Tenor.of(USD_DSC_OIS_TENORS[i]), USD_FIXED_1Y_FED_FUND_OIS),
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[USD_DSC_NB_DEPO_NODES + i])));
}
}
/**
* Restricted copy constructor.
*
* @param beanToCopy the bean to copy from, not null
*/
private Builder(FixedOvernightSwapCurveNode beanToCopy) {
this.template = beanToCopy.getTemplate();
this.rateKey = beanToCopy.getRateKey();
this.additionalSpread = beanToCopy.getAdditionalSpread();
}
