/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.schedule;
import java.util.ArrayList;
import java.util.List;
import org.threeten.bp.LocalDate;
import com.opengamma.timeseries.date.DateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
public class NoPaddingTimeSeriesSamplingFunction implements TimeSeriesSamplingFunction {
@Override
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 List<LocalDate> tsDates = localDateTS.times();
final List<LocalDate> scheduledDates = new ArrayList<>();
final List<Double> scheduledData = new ArrayList<>();
for (final LocalDate localDate : schedule) {
if (tsDates.contains(localDate)) {
scheduledDates.add(localDate);
scheduledData.add(localDateTS.getValue(localDate));
}
}
return ImmutableLocalDateDoubleTimeSeries.of(scheduledDates, scheduledData);
}
}