/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.web.spring;
import com.opengamma.financial.analytics.model.pnl.DefaultPnLRequirementsGatherer;
/**
*
*/
public class DemoPnLRequirementsGatherer extends DefaultPnLRequirementsGatherer {
public DemoPnLRequirementsGatherer() {
addCurveCalculationConfig("USD", "DefaultTwoCurveUSDConfig");
addFXCurveCalculationConfig("USD", "DefaultTwoCurveUSDConfig");
addIRFuturesCurveCalculationConfig("USD", "DefaultTwoCurveUSDConfig");
addFXDiscountingCurveName("USD", "Forward3M");
addCurveCalculationConfig("EUR", "DefaultTwoCurveEURConfig");
addFXCurveCalculationConfig("EUR", "DefaultTwoCurveEURConfig");
addIRFuturesCurveCalculationConfig("EUR", "DefaultTwoCurveEURConfig");
addFXDiscountingCurveName("EUR", "Forward6M");
addCurveCalculationConfig("CAD", "DefaultTwoCurveCADConfig");
addFXCurveCalculationConfig("CAD", "DefaultTwoCurveCADConfig");
addIRFuturesCurveCalculationConfig("CAD", "DefaultTwoCurveCADConfig");
addFXDiscountingCurveName("CAD", "Forward3M");
addCurveCalculationConfig("AUD", "DefaultThreeCurveAUDConfig");
addFXCurveCalculationConfig("AUD", "DefaultThreeCurveAUDConfig");
addIRFuturesCurveCalculationConfig("AUD", "DefaultThreeCurveAUDConfig");
addFXDiscountingCurveName("AUD", "ForwardBasis3M");
addCurveCalculationConfig("CHF", "DefaultTwoCurveCHFConfig");
addFXCurveCalculationConfig("CHF", "DefaultTwoCurveCHFConfig");
addIRFuturesCurveCalculationConfig("CHF", "DefaultTwoCurveCHFConfig");
addFXDiscountingCurveName("CHF", "Forward6M");
addCurveCalculationConfig("GBP", "DefaultTwoCurveGBPConfig");
addFXCurveCalculationConfig("GBP", "DefaultTwoCurveGBPConfig");
addIRFuturesCurveCalculationConfig("GBP", "DefaultTwoCurveGBPConfig");
addFXDiscountingCurveName("USD", "Forward3M");
}
}