SwapTrade Calculation

Strata
1

Hi guys,

I’m getting started with strata.

I m writting a code to calculate the cashflow on a swaptrade. I want to know the duration of this task. Unfortunatly , I don’t know how to create a rateProvider. Can someone please explain to me what should I do and how ?

This is the code :

 public static void main(String[] args) {
        SwapLeg payLeg = RateCalculationSwapLeg.builder()
                .payReceive(PayReceive.PAY)
                .accrualSchedule(PeriodicSchedule.builder()
                        .startDate(LocalDate.of(2014, 9, 12))
                        .endDate(LocalDate.of(2021, 9, 12))
                        .frequency(Frequency.P6M)
                        .businessDayAdjustment(BusinessDayAdjustment.of(MODIFIED_FOLLOWING, HolidayCalendarIds.USNY))
                        .build())
                .paymentSchedule(PaymentSchedule.builder()
                        .paymentFrequency(Frequency.P6M)
                        .paymentDateOffset(DaysAdjustment.NONE)
                        .build())
                .notionalSchedule(NotionalSchedule.of(Currency.USD, 100_000_000))
                .calculation(FixedRateCalculation.of(0.015, DayCounts.THIRTY_U_360))
                .build();

        SwapLeg receiveLeg = RateCalculationSwapLeg.builder()
                .payReceive(PayReceive.RECEIVE)
                .accrualSchedule(PeriodicSchedule.builder()
                        .startDate(LocalDate.of(2014, 9, 12))
                        .endDate(LocalDate.of(2021, 9, 12))
                        .frequency(Frequency.P3M)
                        .businessDayAdjustment(BusinessDayAdjustment.of(MODIFIED_FOLLOWING, HolidayCalendarIds.USNY))
                        .build())
                .paymentSchedule(PaymentSchedule.builder()
                        .paymentFrequency(Frequency.P3M)
                        .paymentDateOffset(DaysAdjustment.NONE)
                        .build())
                .notionalSchedule(NotionalSchedule.of(Currency.USD, 100_000_000))
                .calculation(IborRateCalculation.of(USD_LIBOR_3M))
                .build();


        Swap swap = Swap.of(payLeg, receiveLeg);


        SwapTradeCalculations SwapTradeCalculator = SwapTradeCalculations.DEFAULT;
        SwapTrade trade = SwapTrade.builder()
                .info(TradeInfo.builder().tradeDate(LocalDate.of(2016, 8, 8)).build())
                .product(swap).build();

        ResolvedSwapTrade resolvedSwapTrade = trade.resolve(ReferenceData.standard());


        RatesProvider BaseProvider;
        SwapTradeCalculator.cashFlows(resolvedSwapTrade, BaseProvider);


    }```