コード例 #1
0
 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])));
   }
 }
コード例 #2
0
 /**
  * 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();
 }