Package com.opengamma.analytics.math.number

Examples of com.opengamma.analytics.math.number.ComplexNumber

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    final double c = z.getReal();
    final double d = z.getImaginary();
    if (Math.abs(c) > Math.abs(d)) {
      final double dOverC = d / c;
      final double denom = c + d * dOverC;
      return new ComplexNumber(x / denom, -x * dOverC / denom);
    }
    final double cOverD = c / d;
    final double denom = c * cOverD + d;
    return new ComplexNumber(x * cOverD / denom, -x / denom);
  }
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  }

  public static ComplexNumber exp(final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    final double mult = Math.exp(z.getReal());
    return new ComplexNumber(mult * Math.cos(z.getImaginary()), mult * Math.sin(z.getImaginary()));
  }
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    final double c = z.getReal();
    final double d = z.getImaginary();
    if (Math.abs(c) > Math.abs(d)) {
      final double dOverC = d / c;
      final double denom = c + d * dOverC;
      return new ComplexNumber(1 / denom, -dOverC / denom);
    }
    final double cOverD = c / d;
    final double denom = c * cOverD + d;
    return new ComplexNumber(cOverD / denom, -1 / denom);
  }
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   * @param z ComplexNumber
   * @return The log
   */
  public static ComplexNumber log(final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(Math.log(Math.hypot(z.getReal(), z.getImaginary())), Math.atan2(z.getImaginary(), z.getReal()));
  }
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  public static ComplexNumber square(final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    final double a = z.getReal();
    final double b = z.getImaginary();
    return new ComplexNumber(a * a - b * b, 2 * a * b);
  }
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    ArgumentChecker.notNull(z2, "z2");
    final double a = z1.getReal();
    final double b = z1.getImaginary();
    final double c = z2.getReal();
    final double d = z2.getImaginary();
    return new ComplexNumber(a * c - b * d, a * d + b * c);
  }
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    if (n == 1) {
      return z[0];
    } else if (n == 2) {
      return multiply(z[0], z[1]);
    } else {
      ComplexNumber product = multiply(z[0], z[1]);
      for (int i = 2; i < n; i++) {
        product = multiply(product, z[i]);
      }
      return product;
    }
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      return product;
    }
  }

  public static ComplexNumber multiply(final double x, final ComplexNumber... z) {
    ComplexNumber product = multiply(z);
    return multiply(x, product);
  }
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    return multiply(x, product);
  }

  public static ComplexNumber multiply(final ComplexNumber z, final double x) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(z.getReal() * x, z.getImaginary() * x);
  }
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    return new ComplexNumber(z.getReal() * x, z.getImaginary() * x);
  }

  public static ComplexNumber multiply(final double x, final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(z.getReal() * x, z.getImaginary() * x);
  }
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  • com.opengamma.analytics.financial.model.option.pricing.fourier.EuropeanCallFourierTransform
  • com.opengamma.analytics.financial.model.option.pricing.fourier.EuropeanPriceIntegrand
  • com.opengamma.analytics.financial.model.option.pricing.fourier.FFTModelGreeks
  • com.opengamma.analytics.financial.model.option.pricing.fourier.FFTPricer
  • com.opengamma.analytics.financial.model.option.pricing.fourier.FFTPricerTest
  • com.opengamma.analytics.financial.model.option.pricing.fourier.FourierModelGreeks
  • com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianCharacteristicExponent
  • com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianFourierPricerTest
  • com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianVegaCE
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