Examples of com.opengamma.analytics.math.curve.AddCurveSpreadFunction

Package com.opengamma.analytics.math.curve

Examples of com.opengamma.analytics.math.curve.AddCurveSpreadFunction

com.opengamma.analytics.math.curve.AddCurveSpreadFunction
A function that performs addition on each of the constituent curves.
Given a number of curves $C_1(x_{i_1}, y_{i_1}) , C_2(x_{i_2}, y_{i_2}), \ldots C_n(x_{i_n}, y_{i_n})$, returns a function $F$ that for a value $x$ will return: $$ \begin{eqnarray*} F(x) = C_1 |_x + C_2 |_x + \ldots + C_n |_x \end{eqnarray*} $$

  }


  @Override
  public PriceIndexCurve generateCurve(final String name, final double[] parameters) {
    final PriceIndexCurve newCurve = _generator.generateCurve(name, parameters);
    return new PriceIndexCurve(SpreadDoublesCurve.from(new AddCurveSpreadFunction(), name, newCurve.getCurve(), _seasonalCurve));
  }

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