@Override public double initialGuess( LocalDate valuationDate, ObservableValues marketData, ValueType valueType) { if (ValueType.ZERO_RATE.equals(valueType)) { return marketData.getValue(rateKey); } return 0d; }
@Override public IborFixingDepositTrade trade(LocalDate valuationDate, ObservableValues marketData) { double fixedRate = marketData.getValue(rateKey) + spread; return template.toTrade(valuationDate, BuySell.BUY, 1d, fixedRate); }