Package com.opengamma.analytics.financial.curve.interestrate.generator

Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.generateCurve()

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    int index = 0;
    for (final String name : names) {
      final GeneratorYDCurve gen = _curveGenerators.get(name);
      final double[] paramCurve = Arrays.copyOfRange(x.getData(), index, index + gen.getNumberOfParameter());
      index += gen.getNumberOfParameter();
      final YieldAndDiscountCurve newCurve = gen.generateCurve(name, bundle, paramCurve);
      bundle.setCurve(name, newCurve);
    }
    return bundle;
  }
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    int indexParam = 0;
    for (String name : nameSet) {
      GeneratorYDCurve gen = _generatorsMap.get(name);
      double[] paramCurve = Arrays.copyOfRange(x.getData(), indexParam, indexParam + gen.getNumberOfParameter());
      indexParam += gen.getNumberOfParameter();
      YieldAndDiscountCurve curve = gen.generateCurve(name, provider, paramCurve);
      if (_discountingMap.containsKey(name)) {
        provider.setCurve(_discountingMap.get(name), curve);
      }
      if (_forwardIborMap.containsKey(name)) {
        IborIndex[] indexes = _forwardIborMap.get(name);
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    int indexParam = 0;
    for (String name : nameSet) {
      GeneratorYDCurve gen = _generatorsMap.get(name);
      double[] paramCurve = Arrays.copyOfRange(x.getData(), indexParam, indexParam + gen.getNumberOfParameter());
      indexParam += gen.getNumberOfParameter();
      YieldAndDiscountCurve curve = gen.generateCurve(name, provider, paramCurve);
      if (_discountingMap.containsKey(name)) {
        provider.setCurve(_discountingMap.get(name), curve);
      }
      if (_forwardIborMap.containsKey(name)) {
        IborIndex[] indexes = _forwardIborMap.get(name);
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    int indexParam = 0;
    for (final String name : nameSet) {
      final GeneratorYDCurve gen = _generatorsMap.get(name);
      final double[] paramCurve = Arrays.copyOfRange(x.getData(), indexParam, indexParam + gen.getNumberOfParameter());
      indexParam += gen.getNumberOfParameter();
      final YieldAndDiscountCurve curve = gen.generateCurve(name, bundle, paramCurve);
      if (_discountingMap.containsKey(name)) {
        bundle.setCurve(_discountingMap.get(name), curve);
      }
      if (_forwardONMap.containsKey(name)) {
        bundle.setCurve(_forwardONMap.get(name), curve);
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      final double[] paramCurve = Arrays.copyOfRange(x.getData(), indexParam, indexParam + generator.getNumberOfParameter());
      indexParam += generator.getNumberOfParameter();

      if (generator instanceof GeneratorYDCurve) {
        final GeneratorYDCurve discountGenerator = (GeneratorYDCurve) generator;
        final YieldAndDiscountCurve curve = discountGenerator.generateCurve(name, provider.getMulticurveProvider(), paramCurve);
        if (_discountingMap.containsKey(name)) {
          provider.getMulticurveProvider().setCurve(_discountingMap.get(name), curve);
        }
        if (_forwardONMap.containsKey(name)) {
          final IndexON[] indexes = _forwardONMap.get(name);
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    int indexParam = 0;
    for (String name : nameSet) {
      GeneratorYDCurve gen = _generatorsMap.get(name);
      double[] paramCurve = Arrays.copyOfRange(x.getData(), indexParam, indexParam + gen.getNumberOfParameter());
      indexParam += gen.getNumberOfParameter();
      YieldAndDiscountCurve curve = gen.generateCurve(name, provider.getMulticurveProvider(), paramCurve);
      if (_discountingMap.containsKey(name)) {
        provider.setCurve(_discountingMap.get(name), curve);
      }
      if (_forwardIborMap.containsKey(name)) {
        IborIndex[] indexes = _forwardIborMap.get(name);
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