/** * 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 }; } }