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

Examples of com.opengamma.analytics.financial.model.interestrate.curve.PriceIndexCurveAddPriceIndexSpreadCurve

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    for (int loopgen = 0; loopgen < _nbGenerators; loopgen++) {
      double[] paramCurve = Arrays.copyOfRange(x, index, index + _generators[loopgen].getNumberOfParameter());
      index += _generators[loopgen].getNumberOfParameter();
      underlyingCurves[loopgen] = _generators[loopgen].generateCurve(name + "-" + loopgen, paramCurve);
    }
    return new PriceIndexCurveAddPriceIndexSpreadCurve(name, _substract, underlyingCurves);
  }
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  @Override
  public PriceIndexCurve generateCurve(String name, InflationProviderInterface inflation, double[] parameters) {
    if (inflation instanceof InflationProviderDiscount) { // TODO: improve the way the curves are generated
      PriceIndexCurve existingCurve = ((InflationProviderDiscount) inflation).getCurve(_existingCurveName);
      PriceIndexCurve newCurve = _generator.generateCurve(name + "-0", inflation, parameters);
      return new PriceIndexCurveAddPriceIndexSpreadCurve(name, _substract, existingCurve, newCurve);

    }
    throw new UnsupportedOperationException("Cannot generate curves for a GeneratorCurveAddYieldExisiting");
  }
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Related Classes of com.opengamma.analytics.financial.model.interestrate.curve.PriceIndexCurveAddPriceIndexSpreadCurve

  • com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurveAddPriceIndex
  • com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurveAddPriceIndexExisting
  • it.unimi.dsi.fastutil.doubles.DoubleArrayList
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