@Override public ResolvedIborFixingDepositTrade resolvedTrade(double quantity, MarketData marketData, ReferenceData refData) { return trade(quantity, marketData, refData).resolve(refData); }
EUR_EURIBOR_6M.getTenor().getPeriod(), BuySell.BUY, 1.0, 0.0, REF_DATA).resolve(REF_DATA); double rateFixing = MARKET_QUOTE.value(fix0, MULTICURVE_EUR_2_CALIBRATED); ResolvedIborFixingDepositTrade fix = c.createTrade(VALUATION_DATE, EUR_EURIBOR_6M.getTenor().getPeriod(), BuySell.BUY, 1.0, rateFixing, REF_DATA).resolve(REF_DATA); tradesE3.add(fix);