// extract CDS index trades from credit curve
private ImmutableList <ResolvedCdsIndexTrade> getBucketCdsIndex(ResolvedCdsIndex product, CreditRatesProvider ratesProvider)
{
CreditDiscountFactors creditCurve = ratesProvider.survivalProbabilities(product.CdsIndexId, product.Currency).SurvivalProbabilities;
int nNodes = creditCurve.ParameterCount;
ImmutableList.Builder <ResolvedCdsIndexTrade> builder = ImmutableList.builder();
for (int i = 0; i < nNodes; ++i)
{
ParameterMetadata metadata = creditCurve.getParameterMetadata(i);
ArgChecker.isTrue(metadata is ResolvedTradeParameterMetadata, "ParameterMetadata of credit curve must be ResolvedTradeParameterMetadata");
ResolvedTradeParameterMetadata tradeMetadata = (ResolvedTradeParameterMetadata)metadata;
ResolvedTrade trade = tradeMetadata.Trade;
ArgChecker.isTrue(trade is ResolvedCdsIndexTrade, "ResolvedTrade must be ResolvedCdsIndexTrade");
builder.add((ResolvedCdsIndexTrade)trade);
}
return(builder.build());
}
