コード例 #1
0
 @Override
 public DatedCurveParameterMetadata metadata(LocalDate valuationDate) {
   SwapTrade trade = template.toTrade(valuationDate, BuySell.BUY, 1, 1);
   return TenorCurveNodeMetadata.of(trade.getProduct().getEndDate(), template.getTenor());
 }