Package com.opengamma.analytics.math.curve

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

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        List<Double[]> detailedData = getData(detailedCurve);
        result.put("detailed", detailedData);
      }
      return result;
    } else if (value.getCurve() instanceof FunctionalDoublesCurve) {
      FunctionalDoublesCurve curve = (FunctionalDoublesCurve) value.getCurve();
      int n = 34;
      List<Double[]> data = new ArrayList<Double[]>();
      double[] xData = new double[n];
      double[] yData = new double[n];
      for (int i = 0; i < n; i++) {
        if (i == 0) {
          xData[0] = 1. / 12;
        } else if (i == 1) {
          xData[1] = 0.25;
        } else if (i == 2) {
          xData[2] = 0.5;
        } else if (i == 3) {
          xData[3] = 0.75;
        } else {
          xData[i] = i - 3;
        }
        yData[i] = curve.getYValue(xData[i]);
        data.add(new Double[]{xData[i], yData[i]});
      }
      result.put("summary", data);
      if (mode == ConversionMode.FULL) {
        NodalDoublesCurve detailedCurve = YieldCurveInterpolatingFunction.interpolateCurve(curve);
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        }
        final DoubleMatrix1D initialValues = new DoubleMatrix1D(new double[] {1, 2, 3, 4, 2, 3 });
        final ParameterizedFunction<Double, DoubleMatrix1D, Double> parameterizedFunction = MODEL.getParameterizedFunction();
        final LeastSquareResults result = MINIMISER.solve(new DoubleMatrix1D(t), new DoubleMatrix1D(ytm), parameterizedFunction, initialValues);
        final DoubleMatrix1D parameters = result.getFitParameters();
        final FunctionalDoublesCurve curve = FunctionalDoublesCurve.from(parameterizedFunction.asFunctionOfArguments(parameters));
        final YieldCurve yieldCurve = YieldCurve.from(curve);
        return Sets.newHashSet(new ComputedValue(_result, yieldCurve));
      }

      @Override
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      for (int i = 0; i < interpolatedCurve.size(); i++) {
        data.add(new Double[] {xData[i], yData[i]});
      }
      return data;
    } else if (value.getCurve() instanceof FunctionalDoublesCurve) {
      FunctionalDoublesCurve curve = (FunctionalDoublesCurve) value.getCurve();
      int n = 34;
      List<Double[]> data = new ArrayList<Double[]>();
      double[] xData = new double[n];
      double[] yData = new double[n];
      for (int i = 0; i < n; i++) {
        if (i == 0) {
          xData[0] = 1. / 12;
        } else if (i == 1) {
          xData[1] = 0.25;
        } else if (i == 2) {
          xData[2] = 0.5;
        } else if (i == 3) {
          xData[3] = 0.75;
        } else {
          xData[i] = i - 3;
        }
        yData[i] = curve.getYValue(xData[i]);
        data.add(new Double[]{xData[i], yData[i]});
      }
      return data;
    } else {
      s_logger.warn("Unable to format curve of type {}", value.getCurve().getClass());
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      for (int i = 0; i < interpolatedCurve.size(); i++) {
        data.add(new Double[] {xData[i], yData[i]});
      }
      return data;
    } else if (value.getCurve() instanceof FunctionalDoublesCurve) {
      FunctionalDoublesCurve curve = (FunctionalDoublesCurve) value.getCurve();
      int n = 34;
      List<Double[]> data = new ArrayList<Double[]>();
      double[] xData = new double[n];
      double[] yData = new double[n];
      for (int i = 0; i < n; i++) {
        if (i == 0) {
          xData[0] = 1. / 12;
        } else if (i == 1) {
          xData[1] = 0.25;
        } else if (i == 2) {
          xData[2] = 0.5;
        } else if (i == 3) {
          xData[3] = 0.75;
        } else {
          xData[i] = i - 3;
        }
        yData[i] = curve.getYValue(xData[i]);
        data.add(new Double[]{xData[i], yData[i]});
      }
      return data;
    } else {
      s_logger.warn("Unable to format curve of type {}", value.getCurve().getClass());
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      for (int i = 0; i < interpolatedCurve.size(); i++) {
        data.add(new Double[] {xData[i], yData[i]});
      }
      return data;
    } else if (value.getForwardCurve() instanceof FunctionalDoublesCurve) {
      FunctionalDoublesCurve functionalCurve = (FunctionalDoublesCurve) value.getForwardCurve();
      for (int i = 0; i < 30; i++) {
        double x = i;
        data.add(new Double[] {x, functionalCurve.getYValue(x)});
      }
      return data;
    } else {
      s_logger.warn("Can't format forward curve of type {}", value.getForwardCurve().getClass());
      return null;
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