Examples of valuesArrayFast()

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesArrayFast()

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  }

  @Test
  public void testMasked() {
    final LocalDateDoubleTimeSeries subSeries = TS.subSeries(DATES[0], DATES[11]);
    final FilteredTimeSeries result = FILTER.evaluate(ImmutableLocalDateDoubleTimeSeries.of(subSeries.timesArray(), subSeries.valuesArrayFast()));
    assertEquals(result.getFilteredTS().size(), 11);
  }

  @Test
  public void test() {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesArrayFast()

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  public LocalDateDoubleTimeSeries getSampledTimeSeries(final DateDoubleTimeSeries<?> ts, final LocalDate[] schedule) {
    ArgumentChecker.notNull(ts, "time series");
    ArgumentChecker.notNull(schedule, "schedule");
    final LocalDateDoubleTimeSeries localDateTS = ImmutableLocalDateDoubleTimeSeries.of(ts);
    final LocalDate[] tsDates = localDateTS.timesArray();
    final double[] values = localDateTS.valuesArrayFast();
    final double[] scheduledData = new double[schedule.length];
    int dateIndex = 0;
    for (int i = 0; i < schedule.length; i++) {
      final LocalDate localDate = schedule[i];
      if (dateIndex < tsDates.length) { //TODO break out
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesArrayFast()

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  public LocalDateDoubleTimeSeries getSampledTimeSeries(final DateDoubleTimeSeries<?> ts, final LocalDate[] schedule) {
    ArgumentChecker.notNull(ts, "time series");
    ArgumentChecker.notNull(schedule, "schedule");
    final LocalDateDoubleTimeSeries localDateTS = ImmutableLocalDateDoubleTimeSeries.of(ts);
    final LocalDate[] tsDates = localDateTS.timesArray();
    final double[] values = localDateTS.valuesArrayFast();
    final List<LocalDate> scheduledDates = new ArrayList<>();
    final List<Double> scheduledData = new ArrayList<>();
    int dateIndex = 0;
    for (final LocalDate localDate : schedule) {
      if (dateIndex < tsDates.length) {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesArrayFast()

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    final ZonedDateTime[] instants = new ZonedDateTime[localDateTS.size()];
    for (final LocalDateDoubleEntryIterator it = localDateTS.iterator(); it.hasNext(); ) {
      final LocalDate date = it.nextTime();
      instants[it.currentIndex()] = date.atStartOfDay(ZoneOffset.UTC);
    }
    return ImmutableZonedDateTimeDoubleTimeSeries.of(instants, localDateTS.valuesArrayFast(), ZoneOffset.UTC);
  }

  private ExternalIdBundle getIndexIdForSwap(final FloatingInterestRateLeg floatingLeg) {
    if (floatingLeg.getFloatingRateType().isIbor() || floatingLeg.getFloatingRateType().equals(FloatingRateType.OIS) || floatingLeg.getFloatingRateType().equals(FloatingRateType.CMS)) {
      return getIndexIdBundle(floatingLeg.getFloatingReferenceRateId());
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