Package com.opengamma.analytics.math.curve

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

153
154
155
156
157
158
159
160
161
162
163
    System.arraycopy(YIELD, 0, x, 0, YIELD.length);
    x[YIELD.length] = CST;
    x[YIELD.length + 1] = CST;
    final YieldAndDiscountCurve curveGenerated = generatorSpread2.generateCurve(CURVE_NAME_1, x);
    final YieldAndDiscountCurve curveExpected00 = new YieldCurve(CURVE_NAME_1 + "-0-0", new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1 + "-0-0"));
    final YieldAndDiscountCurve curveExpected01 = new YieldCurve(CURVE_NAME_1 + "-0-1", new ConstantDoublesCurve(CST, CURVE_NAME_1 + "-0-1"));
    final YieldAndDiscountCurve curveExpected0 = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_1 + "-0", false, curveExpected00, curveExpected01);
    final YieldAndDiscountCurve curveExpected1 = new YieldCurve(CURVE_NAME_1 + "-1", new ConstantDoublesCurve(CST, CURVE_NAME_1 + "-1"));
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_1, false, curveExpected0, curveExpected1);
    assertEquals("GeneratorCurveYieldConstant: generate curve", curveExpected, curveGenerated);
  }
View Full Code Here
180
181
182
183
184
185
186
187
188
  public void generateCurveYieldSpreadExisting() {
    final YieldAndDiscountCurve curveExisting = new YieldCurve(CURVE_NAME_1, new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1));
    final YieldCurveBundle bundle = new YieldCurveBundle();
    bundle.setCurve(CURVE_NAME_1, curveExisting);
    final YieldAndDiscountCurve curveGenerated = GENERATOR_EXISTING.generateCurve(CURVE_NAME_2, bundle, new double[] {CST});
    final YieldAndDiscountCurve curveExpected0 = new YieldCurve(CURVE_NAME_2 + "-0", new ConstantDoublesCurve(CST, CURVE_NAME_2 + "-0"));
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_2, true, curveExisting, curveExpected0);
    assertEquals("GeneratorCurveYieldConstant: generate curve", curveExpected, curveGenerated);
  }
View Full Code Here
57
58
59
60
61
62
63
64
  }

  @Test
  public void generateCurveYieldConstant() {
    final PriceIndexCurve curveGenerated = GENERATOR_PRICE_INDEX_CONSTANT.generateCurve(CURVE_NAME_1, new double[] {CST });
    final PriceIndexCurve curveExpected = new PriceIndexCurve(new ConstantDoublesCurve(CST, CURVE_NAME_1));
    assertEquals("GeneratorPriceIndexCurveConstant: generate curve", curveExpected, curveGenerated);
  }
View Full Code Here
41
42
43
44
45
46
47
48
49
   
    converter = cache.getConverter(ImmutableLocalDateDoubleTimeSeries.EMPTY_SERIES);
    assertNotNull(converter);
    assertTrue(converter instanceof TimeSeriesConverter);
   
    converter = cache.getConverter(DiscountCurve.from(new ConstantDoublesCurve(2.5)));
    assertNotNull(converter);
    assertTrue(converter instanceof YieldAndDiscountCurveConverter);
  }
View Full Code Here
TOP

Related Classes of com.opengamma.analytics.math.curve.ConstantDoublesCurve

  • com.opengamma.analytics.example.curveconstruction.CashExample
  • com.opengamma.analytics.example.curveconstruction.CurveExample
  • com.opengamma.analytics.example.curveconstruction.YieldCurveExample
  • com.opengamma.analytics.financial.curve.generator.GeneratorCurveTest
  • com.opengamma.analytics.financial.curve.generator.GeneratorInflationCurveTest
  • com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurveConstant
  • com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveYieldConstant
  • com.opengamma.analytics.financial.interestrate.ParameterSensitivityCalculatorTestBase
  • com.opengamma.analytics.financial.model.finitedifference.applications.TermStructureRatesTest
  • com.opengamma.financial.conversion.ResultConverterCacheTest
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.