/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.tutorial.datasets;
import java.util.ArrayList;
import java.util.LinkedHashMap;
import java.util.List;
import org.threeten.bp.Period;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveYieldInterpolated;
import com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve;
import com.opengamma.analytics.financial.forex.method.FXMatrix;
import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.analytics.financial.instrument.index.GeneratorAttribute;
import com.opengamma.analytics.financial.instrument.index.GeneratorAttributeIR;
import com.opengamma.analytics.financial.instrument.index.GeneratorInstrument;
import com.opengamma.analytics.financial.instrument.index.GeneratorSwapFixedON;
import com.opengamma.analytics.financial.instrument.index.GeneratorSwapFixedONMaster;
import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.financial.instrument.index.IndexIborMaster;
import com.opengamma.analytics.financial.instrument.index.IndexON;
import com.opengamma.analytics.financial.provider.calculator.discounting.ParSpreadMarketQuoteCurveSensitivityDiscountingCalculator;
import com.opengamma.analytics.financial.provider.calculator.discounting.ParSpreadMarketQuoteDiscountingCalculator;
import com.opengamma.analytics.financial.provider.calculator.generic.LastTimeCalculator;
import com.opengamma.analytics.financial.provider.curve.CurveBuildingBlockBundle;
import com.opengamma.analytics.financial.provider.curve.CurveCalibrationConventionDataSets;
import com.opengamma.analytics.financial.provider.curve.CurveCalibrationTestsUtils;
import com.opengamma.analytics.financial.provider.curve.multicurve.MulticurveDiscountBuildingRepository;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderDiscount;
import com.opengamma.analytics.math.interpolation.CombinedInterpolatorExtrapolatorFactory;
import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.analytics.math.interpolation.Interpolator1DFactory;
import com.opengamma.financial.convention.calendar.Calendar;
import com.opengamma.financial.convention.calendar.MondayToFridayCalendar;
import com.opengamma.timeseries.precise.zdt.ImmutableZonedDateTimeDoubleTimeSeries;
import com.opengamma.timeseries.precise.zdt.ZonedDateTimeDoubleTimeSeries;
import com.opengamma.util.money.Currency;
import com.opengamma.util.time.DateUtils;
import com.opengamma.util.tuple.Pair;
/**
* Curves calibration in JPY.
* Hard-coded data as of 2-Aug-2014.
*/
public class AnalysisMarketDataJPYSets {
private static final ZonedDateTime CALIBRATION_DATE = DateUtils.getUTCDate(2014, 8, 2);
private static final Interpolator1D INTERPOLATOR_LINEAR = CombinedInterpolatorExtrapolatorFactory.getInterpolator(
Interpolator1DFactory.LINEAR, Interpolator1DFactory.FLAT_EXTRAPOLATOR, Interpolator1DFactory.FLAT_EXTRAPOLATOR);
private static final LastTimeCalculator MATURITY_CALCULATOR = LastTimeCalculator.getInstance();
private static final Calendar TYO = new MondayToFridayCalendar("TYO");
private static final Currency JPY = Currency.JPY;
private static final FXMatrix FX_MATRIX = new FXMatrix(JPY);
private static final double NOTIONAL = 1.0;
private static final GeneratorSwapFixedON GENERATOR_OIS_JPY =
GeneratorSwapFixedONMaster.getInstance().getGenerator("JPY1YTONAR", TYO);
private static final IndexON INDEX_ON_JPY = GENERATOR_OIS_JPY.getIndex();
private static final IndexIborMaster MASTER_IBOR_INDEX = IndexIborMaster.getInstance();
private static final IborIndex JPYLIBOR6M = MASTER_IBOR_INDEX.getIndex("JPYLIBOR6M");
private static final IborIndex JPYLIBOR3M = MASTER_IBOR_INDEX.getIndex("JPYLIBOR3M");
private static final String CURVE_NAME_DSC_JPY = "JPY-DSCON-OIS";
private static final String CURVE_NAME_FWD6_JPY = "JPY-LIBOR6M-FRAIRS";
private static final String CURVE_NAME_FWD3_JPY = "JPY-LIBOR3M-FRABS";
/** Market values for the dsc JPY curve */
private static final double[] DSC_MARKET_QUOTES = new double[] {0.0001,
0.0006, 0.0006, 0.0006, 0.0005, 0.0006,
0.0007, 0.0007, 0.0006, 0.0007, 0.0006,
0.0006, 0.0006, 0.0010, 0.0010, 0.0014,
0.0021, 0.0027, 0.0034, 0.0041, 0.0057,
0.0083, 0.0115, 0.0131, 0.0141, 0.0154 }; // 26
/** Generators for the dsc JPY curve */
private static final int NB_ON_DEPO = 1;
private static final GeneratorInstrument<? extends GeneratorAttribute>[] DSC_GENERATORS =
CurveCalibrationConventionDataSets.generatorJpyOnOis(NB_ON_DEPO, 25);
/** Tenors for the dsc JPY curve */
private static final Period[] DSC_TENOR = new Period[] {Period.ofDays(0),
Period.ofDays(7), Period.ofMonths(1), Period.ofMonths(2), Period.ofMonths(3), Period.ofMonths(4),
Period.ofMonths(5), Period.ofMonths(6), Period.ofMonths(9), Period.ofYears(1), Period.ofMonths(18),
Period.ofYears(2), Period.ofYears(3), Period.ofYears(4), Period.ofYears(5), Period.ofYears(6),
Period.ofYears(7), Period.ofYears(8), Period.ofYears(9), Period.ofYears(10), Period.ofYears(12),
Period.ofYears(15), Period.ofYears(20), Period.ofYears(25), Period.ofYears(30), Period.ofYears(40) };
private static final GeneratorAttributeIR[] DSC_ATTR = new GeneratorAttributeIR[DSC_TENOR.length];
static {
for (int loopins = 0; loopins < NB_ON_DEPO; loopins++) {
DSC_ATTR[loopins] = new GeneratorAttributeIR(DSC_TENOR[loopins], Period.ofDays(0));
}
for (int loopins = NB_ON_DEPO; loopins < DSC_TENOR.length; loopins++) {
DSC_ATTR[loopins] = new GeneratorAttributeIR(DSC_TENOR[loopins]);
}
}
/** Market values for the Fwd 6M JPY curve */
private static final double[] FWD6_MARKET_QUOTES = new double[] {0.0017786,
0.0029, 0.0029, 0.0029,
0.0018, 0.0017, 0.0018, 0.0021, 0.0025,
0.0025, 0.0031, 0.0040, 0.0048, 0.0057,
0.0065, 0.0084, 0.0111, 0.0143, 0.0160,
0.0170, 0.0183 }; // 21
/** Generators for the Fwd 6M JPY curve */
private static final GeneratorInstrument<? extends GeneratorAttribute>[] FWD6_GENERATORS =
CurveCalibrationConventionDataSets.generatorJpyIbor6Fra6Irs6(1, 3, 17);
/** Tenors for the Fwd 6M JPY curve */
private static final Period[] FWD6_TENOR = new Period[] {Period.ofMonths(0),
Period.ofMonths(7), Period.ofMonths(8), Period.ofMonths(9),
Period.ofYears(1), Period.ofMonths(18), Period.ofYears(2), Period.ofYears(3), Period.ofYears(4),
Period.ofYears(5), Period.ofYears(6), Period.ofYears(7), Period.ofYears(8), Period.ofYears(9),
Period.ofYears(10), Period.ofYears(12), Period.ofYears(15), Period.ofYears(20), Period.ofYears(25),
Period.ofYears(30), Period.ofYears(40) };
private static final GeneratorAttributeIR[] FWD6_ATTR = new GeneratorAttributeIR[FWD6_TENOR.length];
static {
for (int loopins = 0; loopins < FWD6_TENOR.length; loopins++) {
FWD6_ATTR[loopins] = new GeneratorAttributeIR(FWD6_TENOR[loopins]);
}
}
/** Market values for the Fwd 3M JPY curve */
private static final double[] FWD3_MARKET_QUOTES = new double[] {0.0013,
0.0020, 0.0020, 0.0020, 0.0019, 0.0019, 0.0019,
0.0005, 0.0005, 0.0005, 0.0005, 0.0006,
0.0007, 0.0008, 0.0009, 0.0009, 0.0010,
0.0011, 0.0012, 0.0013, 0.0013, 0.0013,
0.0013, 0.0014 }; // 24
/** Generators for the Fwd 3M JPY curve */
private static final GeneratorInstrument<? extends GeneratorAttribute>[] FWD3_GENERATORS =
CurveCalibrationConventionDataSets.generatorJpyIbor3Fra3Bs3(1, 6, 17);
/** Tenors for the Fwd 6M JPY curve */
private static final Period[] FWD3_TENOR = new Period[] {Period.ofMonths(0),
Period.ofMonths(4), Period.ofMonths(5), Period.ofMonths(6), Period.ofMonths(7), Period.ofMonths(8), Period.ofMonths(9),
Period.ofYears(1), Period.ofMonths(18), Period.ofYears(2), Period.ofYears(3), Period.ofYears(4),
Period.ofYears(5), Period.ofYears(6), Period.ofYears(7), Period.ofYears(8), Period.ofYears(9),
Period.ofYears(10), Period.ofYears(12), Period.ofYears(15), Period.ofYears(20), Period.ofYears(25),
Period.ofYears(30), Period.ofYears(40) };
private static final GeneratorAttributeIR[] FWD3_ATTR = new GeneratorAttributeIR[FWD3_TENOR.length];
static {
for (int loopins = 0; loopins < FWD3_TENOR.length; loopins++) {
FWD3_ATTR[loopins] = new GeneratorAttributeIR(FWD3_TENOR[loopins]);
}
}
/** Standard JPY discounting curve instrument definitions */
private static final InstrumentDefinition<?>[] DEFINITIONS_DSC;
/** Standard JPY Forward 6M curve instrument definitions */
private static final InstrumentDefinition<?>[] DEFINITIONS_FWD6;
/** Standard JPY Forward 3M curve instrument definitions */
private static final InstrumentDefinition<?>[] DEFINITIONS_FWD3;
/** Units of curves */
private static final int[] NB_UNITS = new int[] {3 };
private static final int NB_BLOCKS = NB_UNITS.length;
private static final InstrumentDefinition<?>[][][][] DEFINITIONS_UNITS = new InstrumentDefinition<?>[NB_BLOCKS][][][];
private static final GeneratorYDCurve[][][] GENERATORS_UNITS = new GeneratorYDCurve[NB_BLOCKS][][];
private static final String[][][] NAMES_UNITS = new String[NB_BLOCKS][][];
private static final MulticurveProviderDiscount KNOWN_DATA = new MulticurveProviderDiscount(FX_MATRIX);
private static final LinkedHashMap<String, Currency> DSC_MAP_3C = new LinkedHashMap<>();
private static final LinkedHashMap<String, IndexON[]> FWD_ON_MAP_3C = new LinkedHashMap<>();
private static final LinkedHashMap<String, IborIndex[]> FWD_IBOR_MAP_3C = new LinkedHashMap<>();
private static final GeneratorYDCurve GENERATOR_INTERPOLATED_YIELD_LINEAR = new GeneratorCurveYieldInterpolated(MATURITY_CALCULATOR, INTERPOLATOR_LINEAR);
static {
DEFINITIONS_DSC = getDefinitions(CALIBRATION_DATE, DSC_MARKET_QUOTES, DSC_GENERATORS, DSC_ATTR);
DEFINITIONS_FWD6 = getDefinitions(CALIBRATION_DATE, FWD6_MARKET_QUOTES, FWD6_GENERATORS, FWD6_ATTR);
DEFINITIONS_FWD3 = getDefinitions(CALIBRATION_DATE, FWD3_MARKET_QUOTES, FWD3_GENERATORS, FWD3_ATTR);
for (int loopblock = 0; loopblock < NB_BLOCKS; loopblock++) {
DEFINITIONS_UNITS[loopblock] = new InstrumentDefinition<?>[NB_UNITS[loopblock]][][];
GENERATORS_UNITS[loopblock] = new GeneratorYDCurve[NB_UNITS[loopblock]][];
NAMES_UNITS[loopblock] = new String[NB_UNITS[loopblock]][];
}
DEFINITIONS_UNITS[0][0] = new InstrumentDefinition<?>[][] {DEFINITIONS_DSC };
DEFINITIONS_UNITS[0][1] = new InstrumentDefinition<?>[][] {DEFINITIONS_FWD6 };
DEFINITIONS_UNITS[0][2] = new InstrumentDefinition<?>[][] {DEFINITIONS_FWD3 };
GENERATORS_UNITS[0][0] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR };
GENERATORS_UNITS[0][1] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR };
GENERATORS_UNITS[0][2] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR };
NAMES_UNITS[0][0] = new String[] {CURVE_NAME_DSC_JPY };
NAMES_UNITS[0][1] = new String[] {CURVE_NAME_FWD6_JPY };
NAMES_UNITS[0][2] = new String[] {CURVE_NAME_FWD3_JPY };
DSC_MAP_3C.put(CURVE_NAME_DSC_JPY, JPY);
FWD_ON_MAP_3C.put(CURVE_NAME_DSC_JPY, new IndexON[] {INDEX_ON_JPY });
FWD_IBOR_MAP_3C.put(CURVE_NAME_FWD6_JPY, new IborIndex[] {JPYLIBOR6M });
FWD_IBOR_MAP_3C.put(CURVE_NAME_FWD3_JPY, new IborIndex[] {JPYLIBOR3M });
}
@SuppressWarnings({"unchecked", "rawtypes" })
public static InstrumentDefinition<?>[] getDefinitions(ZonedDateTime calibrationDate,
final double[] marketQuotes, final GeneratorInstrument[] generators, final GeneratorAttribute[] attribute) {
final InstrumentDefinition<?>[] definitions = new InstrumentDefinition<?>[marketQuotes.length];
for (int loopmv = 0; loopmv < marketQuotes.length; loopmv++) {
definitions[loopmv] = generators[loopmv].generateInstrument(calibrationDate, marketQuotes[loopmv], NOTIONAL, attribute[loopmv]);
}
return definitions;
}
// Calculator
private static final ParSpreadMarketQuoteDiscountingCalculator PSMQC = ParSpreadMarketQuoteDiscountingCalculator.getInstance();
private static final ParSpreadMarketQuoteCurveSensitivityDiscountingCalculator PSMQCSC = ParSpreadMarketQuoteCurveSensitivityDiscountingCalculator.getInstance();
private static final MulticurveDiscountBuildingRepository CURVE_BUILDING_REPOSITORY = CurveCalibrationConventionDataSets.curveBuildingRepositoryMulticurve();
private static final ZonedDateTimeDoubleTimeSeries TS_EMPTY = ImmutableZonedDateTimeDoubleTimeSeries.ofEmptyUTC();
private static final ZonedDateTimeDoubleTimeSeries TS_ON_WITHOUT_TODAY =
ImmutableZonedDateTimeDoubleTimeSeries.ofUTC(
new ZonedDateTime[] {DateUtils.getUTCDate(2013, 8, 7), DateUtils.getUTCDate(2013, 8, 8) },
new double[] {0.07, 0.08 });
private static final ZonedDateTimeDoubleTimeSeries[] TS_FIXED_OIS_WITHOUT_TODAY =
new ZonedDateTimeDoubleTimeSeries[] {TS_EMPTY, TS_ON_WITHOUT_TODAY };
private static final ZonedDateTimeDoubleTimeSeries TS_IBOR_6M_WITHOUT_TODAY =
ImmutableZonedDateTimeDoubleTimeSeries.ofUTC(
new ZonedDateTime[] {DateUtils.getUTCDate(2013, 8, 8) },
new double[] {0.0022 });
private static final ZonedDateTimeDoubleTimeSeries[] TS_FIXED_IBOR_6M_WITHOUT_TODAY =
new ZonedDateTimeDoubleTimeSeries[] {TS_IBOR_6M_WITHOUT_TODAY };
private static final List<Pair<MulticurveProviderDiscount, CurveBuildingBlockBundle>> CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK = new ArrayList<>();
static {
CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK.add(
CurveCalibrationTestsUtils.makeCurvesFromDefinitionsMulticurve(CALIBRATION_DATE, DEFINITIONS_UNITS[0], GENERATORS_UNITS[0],
NAMES_UNITS[0], KNOWN_DATA, PSMQC, PSMQCSC, false, DSC_MAP_3C, FWD_ON_MAP_3C, FWD_IBOR_MAP_3C, CURVE_BUILDING_REPOSITORY,
TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY));
}
public static Pair<MulticurveProviderDiscount, CurveBuildingBlockBundle> getMulticurveJPY() {
return CURVES_PAR_SPREAD_MQ_WITHOUT_TODAY_BLOCK.get(0);
}
public static Pair<MulticurveProviderDiscount, CurveBuildingBlockBundle> getMulticurveJPYOisL6L3(
ZonedDateTime calibrationDate, double[] dscQuotes, double[] fwd6Quotes, double[] fwd3Quotes) {
InstrumentDefinition<?>[] dscDefinition = getDefinitions(calibrationDate, dscQuotes, DSC_GENERATORS, DSC_ATTR);
InstrumentDefinition<?>[] fwd6Definition = getDefinitions(calibrationDate, fwd6Quotes, FWD6_GENERATORS, FWD6_ATTR);
InstrumentDefinition<?>[] fwd3Definition = getDefinitions(calibrationDate, fwd3Quotes, FWD3_GENERATORS, FWD3_ATTR);
InstrumentDefinition<?>[][][] units = new InstrumentDefinition<?>[3][][];
units[0] = new InstrumentDefinition<?>[][] {dscDefinition };
units[1] = new InstrumentDefinition<?>[][] {fwd6Definition };
units[2] = new InstrumentDefinition<?>[][] {fwd3Definition };
return CurveCalibrationTestsUtils.makeCurvesFromDefinitionsMulticurve(CALIBRATION_DATE, units, GENERATORS_UNITS[0],
NAMES_UNITS[0], KNOWN_DATA, PSMQC, PSMQCSC, false, DSC_MAP_3C, FWD_ON_MAP_3C, FWD_IBOR_MAP_3C, CURVE_BUILDING_REPOSITORY,
TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY);
}
public static Pair<MulticurveProviderDiscount, CurveBuildingBlockBundle> getMulticurveJPYOisL6(
ZonedDateTime calibrationDate, double[] dscQuotes, double[] fwd6Quotes) {
InstrumentDefinition<?>[] dscDefinition = getDefinitions(calibrationDate, dscQuotes, DSC_GENERATORS, DSC_ATTR);
InstrumentDefinition<?>[] fwd6Definition = getDefinitions(calibrationDate, fwd6Quotes, FWD6_GENERATORS, FWD6_ATTR);
InstrumentDefinition<?>[][][] units = new InstrumentDefinition<?>[2][][];
units[0] = new InstrumentDefinition<?>[][] {dscDefinition };
units[1] = new InstrumentDefinition<?>[][] {fwd6Definition };
GeneratorYDCurve[][] generators = new GeneratorYDCurve[2][];
generators[0] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR };
generators[1] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR };
String[][] namesUnits = new String[2][];
namesUnits[0] = new String[] {CURVE_NAME_DSC_JPY };
namesUnits[1] = new String[] {CURVE_NAME_FWD6_JPY };
return CurveCalibrationTestsUtils.makeCurvesFromDefinitionsMulticurve(CALIBRATION_DATE, units, generators,
namesUnits, KNOWN_DATA, PSMQC, PSMQCSC, false, DSC_MAP_3C, FWD_ON_MAP_3C, FWD_IBOR_MAP_3C, CURVE_BUILDING_REPOSITORY,
TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY);
}
public static Pair<MulticurveProviderDiscount, CurveBuildingBlockBundle> getMulticurveJPYOisL6L3OneUnit(
ZonedDateTime calibrationDate, double[] dscQuotes, double[] fwd6Quotes, double[] fwd3Quotes) {
InstrumentDefinition<?>[] dscDefinition = getDefinitions(calibrationDate, dscQuotes, DSC_GENERATORS, DSC_ATTR);
InstrumentDefinition<?>[] fwd6Definition = getDefinitions(calibrationDate, fwd6Quotes, FWD6_GENERATORS, FWD6_ATTR);
InstrumentDefinition<?>[] fwd3Definition = getDefinitions(calibrationDate, fwd3Quotes, FWD3_GENERATORS, FWD3_ATTR);
InstrumentDefinition<?>[][][] units = new InstrumentDefinition<?>[1][][];
units[0] = new InstrumentDefinition<?>[][] {dscDefinition, fwd6Definition, fwd3Definition };
GeneratorYDCurve[][] generators = new GeneratorYDCurve[1][];
generators[0] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR, GENERATOR_INTERPOLATED_YIELD_LINEAR, GENERATOR_INTERPOLATED_YIELD_LINEAR };
String[][] namesUnits = new String[1][];
namesUnits[0] = new String[] {CURVE_NAME_DSC_JPY, CURVE_NAME_FWD6_JPY, CURVE_NAME_FWD3_JPY };
return CurveCalibrationTestsUtils.makeCurvesFromDefinitionsMulticurve(CALIBRATION_DATE, units, generators,
namesUnits, KNOWN_DATA, PSMQC, PSMQCSC, false, DSC_MAP_3C, FWD_ON_MAP_3C, FWD_IBOR_MAP_3C, CURVE_BUILDING_REPOSITORY,
TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY);
}
public static Pair<MulticurveProviderDiscount, CurveBuildingBlockBundle> getMulticurveJPYOisL6OneUnit(
ZonedDateTime calibrationDate, double[] dscQuotes, double[] fwd6Quotes) {
InstrumentDefinition<?>[] dscDefinition = getDefinitions(calibrationDate, dscQuotes, DSC_GENERATORS, DSC_ATTR);
InstrumentDefinition<?>[] fwd6Definition = getDefinitions(calibrationDate, fwd6Quotes, FWD6_GENERATORS, FWD6_ATTR);
InstrumentDefinition<?>[][][] units = new InstrumentDefinition<?>[1][][];
units[0] = new InstrumentDefinition<?>[][] {dscDefinition, fwd6Definition };
GeneratorYDCurve[][] generators = new GeneratorYDCurve[1][];
generators[0] = new GeneratorYDCurve[] {GENERATOR_INTERPOLATED_YIELD_LINEAR, GENERATOR_INTERPOLATED_YIELD_LINEAR };
String[][] namesUnits = new String[1][];
namesUnits[0] = new String[] {CURVE_NAME_DSC_JPY, CURVE_NAME_FWD6_JPY };
return CurveCalibrationTestsUtils.makeCurvesFromDefinitionsMulticurve(CALIBRATION_DATE, units, generators,
namesUnits, KNOWN_DATA, PSMQC, PSMQCSC, false, DSC_MAP_3C, FWD_ON_MAP_3C, FWD_IBOR_MAP_3C, CURVE_BUILDING_REPOSITORY,
TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_OIS_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY, TS_FIXED_IBOR_6M_WITHOUT_TODAY);
}
}