public class RatesLiveAndEODAPI
extends java.lang.Object
RatesLiveAndEODAPI contains the sample API demonstrating the usage of the Rates Live and EOD functions. It
does the following:
- Pulls all the closing rates curve names (of any type, incl.TSY) that exist for a given date.
- Load the full IR curve created from all the single currency rate quotes (except TSY) for the given
currency and date.
- Calculate the discount factor to an arbitrary date using the constructed curve.
- Retrieve the components and their quotes that went into constructing the curve, and display them.
- Load all the rates curves available between the dates for the currency specified, and step through.
- Load all the Cash quotes available between the dates for the currency specified, and step through.
- Load all the EDF quotes available between the dates for the currency specified, and step through.
- Load all the IRS quotes available between the dates for the currency specified, and step through.
- Load all the TSY quotes available between the dates for the currency specified, and step through.