@Override
public SwapTrade trade(LocalDate valuationDate, MarketData marketData) {
double marketQuote = marketData.getValue(spreadKey) + additionalSpread;
FxRate fxRate = marketData.getValue(fxKey());
double rate = fxRate.fxRate(template.getCurrencyPair());
return template.toTrade(valuationDate, BuySell.BUY, 1, rate, marketQuote);
}
private FxRateKey fxKey() {
return FxRateKey.of(template.getCurrencyPair());
}
@Override
public DatedCurveParameterMetadata metadata(LocalDate valuationDate) {
SwapTrade trade = template.toTrade(valuationDate, BuySell.BUY, 1, 1, 0);
return TenorCurveNodeMetadata.of(trade.getProduct().getEndDate(), template.getTenor(), label);
}
