/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldCurve;
import com.opengamma.analytics.math.curve.ConstantDoublesCurve;
/**
* Sets of market data used in tests.
* @deprecated {@link YieldCurveBundle} is deprecated, as are the classes that use it.
*/
@Deprecated
public class TestsDataSetsBond {
private static final String DSC_EUR = "EUR Discounting";
private static final String CURVE_GOVT_DE = "EUR - DE Govt";
private static final String CURVE_GOVT_FR = "EUR - FR Govt";
private static final String DSC_USD = "USD Discounting";
private static final String CURVE_GOVT_US = "USD - US Govt";
/**
* Create a yield curve bundle with two curves.
* @return The yield curve bundle.
*/
public static YieldCurveBundle createCurvesBondEURDE() {
final YieldAndDiscountCurve CURVE_4 = YieldCurve.from(ConstantDoublesCurve.from(0.04));
final YieldAndDiscountCurve CURVE_45 = YieldCurve.from(ConstantDoublesCurve.from(0.045));
final YieldCurveBundle curves = new YieldCurveBundle();
curves.setCurve(DSC_EUR, CURVE_4);
curves.setCurve(CURVE_GOVT_DE, CURVE_45);
return curves;
}
public static String[] nameCurvesBondEURDE() {
return new String[] {DSC_EUR, CURVE_GOVT_DE };
}
/**
* Create a yield curve bundle with two curves.
* @return The yield curve bundle.
*/
public static YieldCurveBundle createCurvesBondEURFR() {
final YieldAndDiscountCurve CURVE_4 = YieldCurve.from(ConstantDoublesCurve.from(0.04));
final YieldAndDiscountCurve CURVE_45 = YieldCurve.from(ConstantDoublesCurve.from(0.045));
final YieldCurveBundle curves = new YieldCurveBundle();
curves.setCurve(DSC_EUR, CURVE_4);
curves.setCurve(CURVE_GOVT_FR, CURVE_45);
return curves;
}
public static String[] nameCurvesBondEURFR() {
return new String[] {DSC_EUR, CURVE_GOVT_FR };
}
/**
* Create a yield curve bundle with two curves.
* @return The yield curve bundle.
*/
public static YieldCurveBundle createCurvesBondUSDUS() {
final YieldAndDiscountCurve CURVE_4 = YieldCurve.from(ConstantDoublesCurve.from(0.04));
final YieldAndDiscountCurve CURVE_45 = YieldCurve.from(ConstantDoublesCurve.from(0.045));
final YieldCurveBundle curves = new YieldCurveBundle();
curves.setCurve(DSC_USD, CURVE_4);
curves.setCurve(CURVE_GOVT_US, CURVE_45);
return curves;
}
public static String[] nameCurvesBondUSDUS() {
return new String[] {DSC_USD, CURVE_GOVT_US };
}
}