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

Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveYieldInterpolated

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        final InterpolatedCurveDefinition interpolatedDefinition = (InterpolatedCurveDefinition) definition;
        final String interpolatorName = interpolatedDefinition.getInterpolatorName();
        final String leftExtrapolatorName = interpolatedDefinition.getLeftExtrapolatorName();
        final String rightExtrapolatorName = interpolatedDefinition.getRightExtrapolatorName();
        final Interpolator1D interpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(interpolatorName, leftExtrapolatorName, rightExtrapolatorName);
        return new GeneratorCurveYieldInterpolated(getMaturityCalculator(), interpolator);
      }
      throw new OpenGammaRuntimeException("Cannot handle curves of type " + definition.getClass());
    }
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            nodePoints.add(TimeCalculator.getTimeBetween(valuationDate, fixedDate)); //TODO what to do if the fixed date is before the valuation date?
          }
          final double anchor = nodePoints.get(0); //TODO should the anchor go into the definition?
          return new GeneratorCurveYieldInterpolatedAnchorNode(nodePoints.toDoubleArray(), anchor, interpolator);
        }
        return new GeneratorCurveYieldInterpolated(getMaturityCalculator(), interpolator);
      }
      throw new OpenGammaRuntimeException("Cannot handle curves of type " + definition.getClass());
    }
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        final InterpolatedCurveDefinition interpolatedDefinition = (InterpolatedCurveDefinition) definition;
        final String interpolatorName = interpolatedDefinition.getInterpolatorName();
        final String leftExtrapolatorName = interpolatedDefinition.getLeftExtrapolatorName();
        final String rightExtrapolatorName = interpolatedDefinition.getRightExtrapolatorName();
        final Interpolator1D interpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(interpolatorName, leftExtrapolatorName, rightExtrapolatorName);
        return new GeneratorCurveYieldInterpolated(getMaturityCalculator(), interpolator);
      }
      throw new OpenGammaRuntimeException("Cannot handle curves of type " + definition.getClass());
    }
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Related Classes of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveYieldInterpolated

  • com.opengamma.financial.analytics.model.curve.HullWhiteOneFactorDiscountingCurveFunction$MyCompiledFunctionDefinition
  • com.opengamma.financial.analytics.model.curve.IssuerProviderDiscountingFunction$MyCompiledFunctionDefinition
  • com.opengamma.financial.analytics.model.curve.MultiCurveDiscountingFunction$MyCompiledFunctionDefinition
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