List of usage examples for org.apache.commons.lang Validate notNull
public static void notNull(Object object, String message)
Validate an argument, throwing IllegalArgumentException
if the argument is null
.
Validate.notNull(myObject, "The object must not be null");
From source file:com.github.fritaly.graphml4j.Utils.java
/** * Encodes the given color into an hexadecimal string like "#RRGGBBAA" or * "#RRGGBB" (whether the transparency is set to 0). * * @param color/* ww w. ja v a2 s. c om*/ * a color to encode. Can't be null. * @return a string representing the encoded color. */ static String encode(Color color) { Validate.notNull(color, "The given color is null"); if (color.getAlpha() == 255) { return String.format("#%02X%02X%02X", color.getRed(), color.getGreen(), color.getBlue()); } else { return String.format("#%02X%02X%02X%02X", color.getRed(), color.getGreen(), color.getBlue(), color.getAlpha()); } }
From source file:com.opengamma.examples.convention.SyntheticCAConventions.java
public static synchronized void addFixedIncomeInstrumentConventions( final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360"); final DayCount act365 = DayCountFactory.INSTANCE.getDayCount("Actual/365"); final Frequency annual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.ANNUAL_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final ExternalId ca = ExternalSchemes.financialRegionId("CA"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(//from w w w. j a v a 2s .c om ExternalIdBundle.of(syntheticSecurityId("CADLIBORP3M"), simpleNameSecurityId("CDOR 3m")), "CAD LIBOR 3m", act360, following, Period.ofMonths(3), 2, false, ca); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CADLIBORP6M")), "CAD LIBOR 6m", act360, following, Period.ofMonths(6), 2, false, ca); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CADLIBORP12M")), "CAD LIBOR 12m", act360, following, Period.ofMonths(12), 2, false, ca); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_SWAP")), "CAD_SWAP", act365, modified, semiAnnual, 0, ca, act365, modified, quarterly, 0, simpleNameSecurityId("CDOR 3m"), ca, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_1Y_SWAP")), "CAD_1Y_SWAP", act365, modified, annual, 0, ca, act365, modified, quarterly, 0, simpleNameSecurityId("CDOR 3m"), ca, true); }
From source file:com.opengamma.financial.convention.SEConventions.java
public static void addFixedIncomeInstrumentConventions(final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360"); final DayCount thirty360 = DayCountFactory.INSTANCE.getDayCount("30/360"); final Frequency annual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.ANNUAL_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final ExternalId se = ExternalSchemes.financialRegionId("SE"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(// ww w .j av a 2 s. c om ExternalIdBundle.of(bloombergTickerSecurityId("SKDR1T Curncy"), simpleNameSecurityId("SEK DEPOSIT 1d")), "SEK DEPOSIT 1d", act360, following, Period.ofDays(1), 0, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR2T Curncy"), simpleNameSecurityId("SEK DEPOSIT 2d")), "SEK DEPOSIT 2d", act360, following, Period.ofDays(1), 1, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR3T Curncy"), simpleNameSecurityId("SEK DEPOSIT 3d")), "SEK DEPOSIT 3d", act360, following, Period.ofDays(1), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR1Z Curncy"), simpleNameSecurityId("SEK DEPOSIT 1w")), "SEK DEPOSIT 1w", act360, following, Period.ofDays(7), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR2Z Curncy"), simpleNameSecurityId("SEK DEPOSIT 2w")), "SEK DEPOSIT 2w", act360, following, Period.ofDays(14), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR3Z Curncy"), simpleNameSecurityId("SEK DEPOSIT 3w")), "SEK DEPOSIT 3w", act360, following, Period.ofDays(21), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRA Curncy"), simpleNameSecurityId("SEK DEPOSIT 1m")), "SEK DEPOSIT 1m", act360, following, Period.ofMonths(1), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRB Curncy"), simpleNameSecurityId("SEK DEPOSIT 2m")), "SEK DEPOSIT 2m", act360, following, Period.ofMonths(2), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRC Curncy"), simpleNameSecurityId("SEK DEPOSIT 3m")), "SEK DEPOSIT 3m", act360, following, Period.ofMonths(3), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRD Curncy"), simpleNameSecurityId("SEK DEPOSIT 4m")), "SEK DEPOSIT 4m", act360, following, Period.ofMonths(4), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRE Curncy"), simpleNameSecurityId("SEK DEPOSIT 5m")), "SEK DEPOSIT 5m", act360, following, Period.ofMonths(5), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRF Curncy"), simpleNameSecurityId("SEK DEPOSIT 6m")), "SEK DEPOSIT 6m", act360, following, Period.ofMonths(6), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRG Curncy"), simpleNameSecurityId("SEK DEPOSIT 7m")), "SEK DEPOSIT 7m", act360, following, Period.ofMonths(7), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRH Curncy"), simpleNameSecurityId("SEK DEPOSIT 8m")), "SEK DEPOSIT 8m", act360, following, Period.ofMonths(8), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRI Curncy"), simpleNameSecurityId("SEK DEPOSIT 9m")), "SEK DEPOSIT 9m", act360, following, Period.ofMonths(9), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRJ Curncy"), simpleNameSecurityId("SEK DEPOSIT 10m")), "SEK DEPOSIT 10m", act360, following, Period.ofMonths(10), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDRK Curncy"), simpleNameSecurityId("SEK DEPOSIT 11m")), "SEK DEPOSIT 11m", act360, following, Period.ofMonths(11), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR1 Curncy"), simpleNameSecurityId("SEK DEPOSIT 1y")), "SEK DEPOSIT 1y", act360, following, Period.ofYears(1), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR2 Curncy"), simpleNameSecurityId("SEK DEPOSIT 2y")), "SEK DEPOSIT 2y", act360, following, Period.ofYears(2), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR3 Curncy"), simpleNameSecurityId("SEK DEPOSIT 3y")), "SEK DEPOSIT 3y", act360, following, Period.ofYears(3), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR4 Curncy"), simpleNameSecurityId("SEK DEPOSIT 4y")), "SEK DEPOSIT 4y", act360, following, Period.ofYears(4), 2, false, se); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("SKDR5 Curncy"), simpleNameSecurityId("SEK DEPOSIT 5y")), "SEK DEPOSIT 5y", act360, following, Period.ofYears(5), 2, false, se); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("SEK_SWAP")), "SEK_SWAP", thirty360, modified, annual, 1, se, act360, modified, quarterly, 1, simpleNameSecurityId("SEK DEPOSIT 3m"), se, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("SEK_3M_SWAP")), "SEK_3M_SWAP", thirty360, modified, annual, 2, se, act360, modified, quarterly, 2, simpleNameSecurityId("SEK DEPOSIT 3m"), se, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("SEK_6M_SWAP")), "SEK_6M_SWAP", thirty360, modified, annual, 2, se, act360, modified, semiAnnual, 2, simpleNameSecurityId("SEK DEPOSIT 6m"), se, true); }
From source file:com.opengamma.analytics.math.TrigonometricFunctionUtils.java
public static ComplexNumber acosh(final ComplexNumber z) { Validate.notNull(z, "z"); return ComplexMathUtils.log(ComplexMathUtils.add(z, ComplexMathUtils.sqrt(ComplexMathUtils.subtract(ComplexMathUtils.multiply(z, z), 1)))); }
From source file:com.stealthyone.mcb.stbukkitlib.utils.FileUtils.java
public static File copyFileFromJar(JavaPlugin plugin, String fileName, File destination) throws IOException { Validate.notNull(plugin, "Plugin cannot be null."); Validate.notNull(fileName, "File name cannot be null."); Validate.notNull(destination, "Destination cannot be null."); InputStream in = plugin.getResource(fileName); if (in == null) throw new FileNotFoundException( "Unable to find file '" + fileName + "' in jar for plugin: '" + plugin.getName() + "'"); OutputStream out = new FileOutputStream(destination); byte[] buf = new byte[1024]; int len;//from w w w . j a v a 2 s . co m while ((len = in.read(buf)) > 0) { out.write(buf, 0, len); } out.close(); in.close(); return destination; }
From source file:com.opengamma.examples.convention.SyntheticDKConventions.java
public static void addFixedIncomeInstrumentConventions(final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360"); final DayCount thirty360 = DayCountFactory.INSTANCE.getDayCount("30/360"); final Frequency annual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.ANNUAL_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final ExternalId dk = ExternalSchemes.financialRegionId("DK"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(/* w w w . ja v a 2 s .c o m*/ ExternalIdBundle.of(syntheticSecurityId("DKKLIBORP3M"), simpleNameSecurityId("DKK CIBOR 3m")), "DKK CIBOR 3m", act360, following, Period.ofMonths(3), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("DKKLIBORP6M"), simpleNameSecurityId("DKK CIBOR 6m")), "DKK CIBOR 6m", act360, following, Period.ofMonths(6), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP1D")), "DKKCASHP1D", act360, following, Period.ofDays(1), 0, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP1M")), "DKKCASHP1M", act360, modified, Period.ofMonths(1), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP2M")), "DKKCASHP2M", act360, modified, Period.ofMonths(2), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP3M")), "DKKCASHP3M", act360, modified, Period.ofMonths(3), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP4M")), "DKKCASHP4M", act360, modified, Period.ofMonths(4), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP5M")), "DKKCASHP5M", act360, modified, Period.ofMonths(5), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP6M")), "DKKCASHP6M", act360, modified, Period.ofMonths(6), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP7M")), "DKKCASHP7M", act360, modified, Period.ofMonths(7), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP8M")), "DKKCASHP8M", act360, modified, Period.ofMonths(8), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP9M")), "DKKCASHP9M", act360, modified, Period.ofMonths(9), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP10M")), "DKKCASHP10M", act360, modified, Period.ofMonths(10), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP11M")), "DKKCASHP11M", act360, modified, Period.ofMonths(11), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("DKKCASHP12M")), "DKKCASHP12M", act360, modified, Period.ofMonths(12), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("DKK_SWAP")), "DKK_SWAP", thirty360, modified, annual, 1, dk, act360, modified, semiAnnual, 1, simpleNameSecurityId("DKK CIBOR 6m"), dk, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("DKK_3M_SWAP")), "DKK_3M_SWAP", thirty360, modified, annual, 2, dk, act360, modified, quarterly, 2, simpleNameSecurityId("DKK CIBOR 3m"), dk, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("DKK_6M_SWAP")), "DKK_6M_SWAP", thirty360, modified, annual, 2, dk, act360, modified, semiAnnual, 2, simpleNameSecurityId("DKK CIBOR 6m"), dk, true); }
From source file:com.prowidesoftware.swift.model.MessageIOType.java
public static boolean isValid(String ioType) { Validate.notNull(ioType, "ioType can not be null"); for (MessageIOType t : values()) { if (StringUtils.equals(ioType.trim(), t.name())) return true; }//from ww w. j ava 2 s. co m return false; }
From source file:com.opengamma.financial.convention.NOConventions.java
public static void addFixedIncomeInstrumentConventions(final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360"); final DayCount thirty360 = DayCountFactory.INSTANCE.getDayCount("30/360"); final Frequency annual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.ANNUAL_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final ExternalId dk = ExternalSchemes.financialRegionId("NO"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(//from w ww . j ava 2 s .c om ExternalIdBundle.of(bloombergTickerSecurityId("NKDR1T Curncy"), simpleNameSecurityId("NOK DEPOSIT 1d")), "NOK DEPOSIT 1d", act360, following, Period.ofDays(1), 0, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR2T Curncy"), simpleNameSecurityId("NOK DEPOSIT 2d")), "NOK DEPOSIT 2d", act360, following, Period.ofDays(1), 1, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR3T Curncy"), simpleNameSecurityId("NOK DEPOSIT 3d")), "NOK DEPOSIT 3d", act360, following, Period.ofDays(1), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR1Z Curncy"), simpleNameSecurityId("NOK DEPOSIT 1w")), "NOK DEPOSIT 1w", act360, following, Period.ofDays(7), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR2Z Curncy"), simpleNameSecurityId("NOK DEPOSIT 2w")), "NOK DEPOSIT 2w", act360, following, Period.ofDays(14), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR3Z Curncy"), simpleNameSecurityId("NOK DEPOSIT 3w")), "NOK DEPOSIT 3w", act360, following, Period.ofDays(21), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRA Curncy"), simpleNameSecurityId("NOK DEPOSIT 1m")), "NOK DEPOSIT 1m", act360, following, Period.ofMonths(1), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRB Curncy"), simpleNameSecurityId("NOK DEPOSIT 2m")), "NOK DEPOSIT 2m", act360, following, Period.ofMonths(2), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRC Curncy"), simpleNameSecurityId("NOK DEPOSIT 3m")), "NOK DEPOSIT 3m", act360, following, Period.ofMonths(3), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRD Curncy"), simpleNameSecurityId("NOK DEPOSIT 4m")), "NOK DEPOSIT 4m", act360, following, Period.ofMonths(4), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRE Curncy"), simpleNameSecurityId("NOK DEPOSIT 5m")), "NOK DEPOSIT 5m", act360, following, Period.ofMonths(5), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRF Curncy"), simpleNameSecurityId("NOK DEPOSIT 6m")), "NOK DEPOSIT 6m", act360, following, Period.ofMonths(6), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRG Curncy"), simpleNameSecurityId("NOK DEPOSIT 7m")), "NOK DEPOSIT 7m", act360, following, Period.ofMonths(7), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRH Curncy"), simpleNameSecurityId("NOK DEPOSIT 8m")), "NOK DEPOSIT 8m", act360, following, Period.ofMonths(8), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRI Curncy"), simpleNameSecurityId("NOK DEPOSIT 9m")), "NOK DEPOSIT 9m", act360, following, Period.ofMonths(9), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRJ Curncy"), simpleNameSecurityId("NOK DEPOSIT 10m")), "NOK DEPOSIT 10m", act360, following, Period.ofMonths(10), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDRK Curncy"), simpleNameSecurityId("NOK DEPOSIT 11m")), "NOK DEPOSIT 11m", act360, following, Period.ofMonths(11), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR1 Curncy"), simpleNameSecurityId("NOK DEPOSIT 1y")), "NOK DEPOSIT 1y", act360, following, Period.ofYears(1), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR2 Curncy"), simpleNameSecurityId("NOK DEPOSIT 2y")), "NOK DEPOSIT 2y", act360, following, Period.ofYears(2), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR3 Curncy"), simpleNameSecurityId("NOK DEPOSIT 3y")), "NOK DEPOSIT 3y", act360, following, Period.ofYears(3), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR4 Curncy"), simpleNameSecurityId("NOK DEPOSIT 4y")), "NOK DEPOSIT 4y", act360, following, Period.ofYears(4), 2, false, dk); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("NKDR5 Curncy"), simpleNameSecurityId("NOK DEPOSIT 5y")), "NOK DEPOSIT 5y", act360, following, Period.ofYears(5), 2, false, dk); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("NOK_SWAP")), "NOK_SWAP", thirty360, modified, annual, 1, dk, act360, modified, semiAnnual, 1, simpleNameSecurityId("NOK DEPOSIT 6m"), dk, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("NOK_3M_SWAP")), "NOK_3M_SWAP", thirty360, modified, annual, 2, dk, act360, modified, quarterly, 2, simpleNameSecurityId("NOK DEPOSIT 3m"), dk, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("NOK_6M_SWAP")), "NOK_6M_SWAP", thirty360, modified, annual, 2, dk, act360, modified, semiAnnual, 2, simpleNameSecurityId("NOK DEPOSIT 6m"), dk, true); }
From source file:com.opengamma.examples.convention.SyntheticNZConventions.java
public static synchronized void addFixedIncomeInstrumentConventions( final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act365 = DayCountFactory.INSTANCE.getDayCount("Actual/365"); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final ExternalId nz = ExternalSchemes.financialRegionId("NZ"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(/* w ww. j a va 2 s . co m*/ ExternalIdBundle.of(syntheticSecurityId("NZDLIBORP3M"), simpleNameSecurityId("NZD LIBOR 3m")), "NZD LIBOR 3m", act365, following, Period.ofMonths(3), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDLIBORP6M")), "NZD LIBOR 6m", act365, following, Period.ofMonths(6), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDLIBORP12M")), "NZD LIBOR 12m", act365, following, Period.ofMonths(12), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP1D")), "NZDCASHP1D", act365, following, Period.ofDays(1), 0, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP1M")), "NZDCASHP1M", act365, modified, Period.ofMonths(1), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP2M")), "NZDCASHP2M", act365, modified, Period.ofMonths(2), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP3M")), "NZDCASHP3M", act365, modified, Period.ofMonths(3), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP4M")), "NZDCASHP4M", act365, modified, Period.ofMonths(4), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP5M")), "NZDCASHP5M", act365, modified, Period.ofMonths(5), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP6M")), "NZDCASHP6M", act365, modified, Period.ofMonths(6), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP7M")), "NZDCASHP7M", act365, modified, Period.ofMonths(7), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP8M")), "NZDCASHP8M", act365, modified, Period.ofMonths(8), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP9M")), "NZDCASHP9M", act365, modified, Period.ofMonths(9), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP10M")), "NZDCASHP10M", act365, modified, Period.ofMonths(10), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP11M")), "NZDCASHP11M", act365, modified, Period.ofMonths(1), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("NZDCASHP12M")), "NZDCASHP12M", act365, modified, Period.ofMonths(12), 2, false, nz); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("NZD_SWAP")), "NZD_SWAP", act365, modified, semiAnnual, 2, nz, act365, modified, quarterly, 2, simpleNameSecurityId("NZD LIBOR 3m"), nz, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("NZD_3M_SWAP")), "NZD_3M_SWAP", act365, modified, semiAnnual, 2, nz, act365, modified, quarterly, 2, simpleNameSecurityId("NZD LIBOR 3m"), nz, true); }
From source file:com.opengamma.analytics.financial.model.option.pricing.analytic.formula.EuropeanVanillaOption.java
public static EuropeanVanillaOption fromDefinition(final EuropeanVanillaOptionDefinition definition, final ZonedDateTime date) { Validate.notNull(definition, "definition"); Validate.notNull(date, "date"); return new EuropeanVanillaOption(definition.getStrike(), definition.getTimeToExpiry(date), definition.isCall());//from ww w. java 2s. com }