/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.generator;
import com.opengamma.financial.security.capfloor.CapFloorCMSSpreadSecurity;
/**
* Utility for constructing a random Cap/Floor CMS spread portfolio.
*/
public class CapFloorCMSSpreadPortfolioGeneratorTool extends AbstractPortfolioGeneratorTool {
protected CapFloorCMSSpreadSecurityGenerator createCapFloorCMSSpreadSecurityGenerator() {
return new CapFloorCMSSpreadSecurityGenerator();
}
@Override
public PortfolioNodeGenerator createPortfolioNodeGenerator(final int size) {
final CapFloorCMSSpreadSecurityGenerator securities = createCapFloorCMSSpreadSecurityGenerator();
configure(securities);
final PositionGenerator positions = new SimplePositionGenerator<CapFloorCMSSpreadSecurity>(securities, getSecurityPersister(), getCounterPartyGenerator());
return new LeafPortfolioNodeGenerator(new StaticNameGenerator("Cap/Floor CMS Spread"), positions, size);
}
}