Demo entry 5385537

test

   

Submitted by anonymous on Jun 22, 2016 at 11:55
Language: Java. Code size: 423 Bytes.

public MarketEnvironment buildSnapshot(LocalDate marketDataDate) {
    MarketEnvironmentBuilder builder = MarketEnvironment.builder(marketDataDate);
    loadVols(builder, marketDataDate);
    loadFixingSeries(builder);
    loadRatesCurves(builder, marketDataDate);
    loadQuotes(builder, marketDataDate);
    loadFxRates(builder);
    loadCreditMarketData(builder, marketDataDate);
    return builder.build();
  }

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