@Override public DatedCurveParameterMetadata metadata(LocalDate valuationDate) { Tenor endTenor = Tenor.of(template.getDepositPeriod()); ExpandedIborFixingDeposit deposit = template.toTrade(valuationDate, BuySell.BUY, 0d, 0d).getProduct().expand(); return TenorCurveNodeMetadata.of(deposit.getEndDate(), endTenor); }
@Override public IborFixingDepositTrade trade(LocalDate valuationDate, ObservableValues marketData) { double fixedRate = marketData.getValue(rateKey) + spread; return template.toTrade(valuationDate, BuySell.BUY, 1d, fixedRate); }