Examples of generateCurve()

Examples of com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurve.generateCurve()

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          }
        }
      }
      if (generator instanceof GeneratorPriceIndexCurve) {
        final GeneratorPriceIndexCurve inflationGenerator = (GeneratorPriceIndexCurve) generator;
        final PriceIndexCurve inflationCurve = inflationGenerator.generateCurve(name, provider, paramCurve);

        if (_inflationMap.containsKey(name)) {
          final IndexPrice[] indexes = _inflationMap.get(name);
          for (final IndexPrice indexe : indexes) {
            provider.setCurve(indexe, inflationCurve);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveAddYield.generateCurve()

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    final GeneratorCurveAddYield generatorSpread2 = new GeneratorCurveAddYield(new GeneratorYDCurve[] {generatorSpread1, GENERATOR_YIELD_CONSTANT}, false);
    final double[] x = new double[YIELD.length + 2];
    System.arraycopy(YIELD, 0, x, 0, YIELD.length);
    x[YIELD.length] = CST;
    x[YIELD.length + 1] = CST;
    final YieldAndDiscountCurve curveGenerated = generatorSpread2.generateCurve(CURVE_NAME_1, x);
    final YieldAndDiscountCurve curveExpected00 = new YieldCurve(CURVE_NAME_1 + "-0-0", new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1 + "-0-0"));
    final YieldAndDiscountCurve curveExpected01 = new YieldCurve(CURVE_NAME_1 + "-0-1", new ConstantDoublesCurve(CST, CURVE_NAME_1 + "-0-1"));
    final YieldAndDiscountCurve curveExpected0 = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_1 + "-0", false, curveExpected00, curveExpected01);
    final YieldAndDiscountCurve curveExpected1 = new YieldCurve(CURVE_NAME_1 + "-1", new ConstantDoublesCurve(CST, CURVE_NAME_1 + "-1"));
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_1, false, curveExpected0, curveExpected1);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveAddYield.generateCurve()

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  public void generateCurveYieldSpread3() {
    final double[] x = new double[2 * YIELD.length];
    System.arraycopy(YIELD, 0, x, 0, YIELD.length);
    System.arraycopy(YIELD, 0, x, YIELD.length, YIELD.length);
    final GeneratorCurveAddYield generatorIntMinusInt = new GeneratorCurveAddYield(new GeneratorYDCurve[] {GENERATOR_YIELD_INTERPOLATED_NODE, GENERATOR_YIELD_INTERPOLATED_NODE}, true);
    final YieldAndDiscountCurve curveGenerated = generatorIntMinusInt.generateCurve(CURVE_NAME_1, x);
    final YieldAndDiscountCurve curveExpected0 = new YieldCurve(CURVE_NAME_1 + "-0", new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1 + "-0"));
    final YieldAndDiscountCurve curveExpected1 = new YieldCurve(CURVE_NAME_1 + "-1", new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1 + "-1"));
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_1, true, curveExpected0, curveExpected1);
    assertEquals("GeneratorCurveYieldConstant: generate curve", curveExpected, curveGenerated);
  }
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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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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.generateCurve()

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

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

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

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

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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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