Examples of com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurve

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

Examples of com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurve

com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurve
Interface for describing and generating inflation curves in curve construction process.

            provider.setCurve(indexe, curve);
          }
        }
      }
      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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      for (int iCurve = 0; iCurve < nbCurve; iCurve++) {
        final SingleCurveBundle<GeneratorPriceIndexCurve> singleCurve = curveBundle.getCurveBundle(iCurve);
        final InstrumentDerivative[] derivatives = singleCurve.getDerivatives();
        System.arraycopy(derivatives, 0, instrumentsUnit, startCurve[iCurve], nbIns[iCurve]);
        System.arraycopy(singleCurve.getStartingPoint(), 0, parametersGuess, startCurve[iCurve], nbIns[iCurve]);
        final GeneratorPriceIndexCurve tmp = singleCurve.getCurveGenerator().finalGenerator(derivatives);
        final String curveName = singleCurve.getCurveName();
        generators.put(curveName, tmp);
        generatorsSoFar.put(curveName, tmp);
        unitMap.put(curveName, new ObjectsPair<>(startUnit + startCurve[iCurve], nbIns[iCurve]));
      }

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        final double[] initialGuess = new double[nInstruments];
        for (int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k]);
          initialGuess[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorPriceIndexCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, EUR_HICP_MAP, calculator,

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        final double[] initialGuess = new double[nInstruments];
        for (int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k]);
          initialGuess[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorPriceIndexCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, US_CPI_MAP, calculator,

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            }
          } // type - end
          if (!inflation.isEmpty()) {
            inflationMap.put(curveName, inflation.toArray(new IndexPrice[inflation.size()]));
          }
          final GeneratorPriceIndexCurve generator = getGenerator(definition, now.toLocalDate());
          singleCurves[j++] = new SingleCurveBundle<>(curveName, derivativesForCurve, generator.initialGuess(parameterGuessForCurves), generator);
          // seasonal curve construction
          final double[] seasonalFactors = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
          final SeasonalCurve seasonalCurve = new SeasonalCurve(seasonalStep, seasonalFactors, false);


          // TODO : inputs () should be retrieve from historical data, for this we need two things :

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com.opengamma.analytics.financial.provider.curve.InflationBuildingCurveSimpleTestUS

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