Package com.opengamma.analytics.math.number

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

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    ArgumentChecker.notNull(z2, "z2");
    final double mod = mod(z1);
    final double arg = arg(z1);
    final double mult = Math.pow(mod, z2.getReal()) * Math.exp(-z2.getImaginary() * arg);
    final double theta = z2.getReal() * arg + z2.getImaginary() * Math.log(mod);
    return new ComplexNumber(mult * Math.cos(theta), mult * Math.sin(theta));
  }
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  public static ComplexNumber pow(final ComplexNumber z, final double x) {
    final double mod = mod(z);
    final double arg = arg(z);
    final double mult = Math.pow(mod, x);
    return new ComplexNumber(mult * Math.cos(x * arg), mult * Math.sin(x * arg));
  }
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    return new ComplexNumber(mult * Math.cos(x * arg), mult * Math.sin(x * arg));
  }

  public static ComplexNumber pow(final double x, final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    return pow(new ComplexNumber(x, 0), z);
  }
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    } else {
      final double cOverD = c / d;
      w = Math.sqrt(Math.abs(d)) * Math.sqrt((Math.abs(cOverD) + Math.sqrt(1 + cOverD * cOverD)) / 2);
    }
    if (c >= 0.0) {
      return new ComplexNumber(w, d / 2 / w);
    }
    if (d >= 0.0) {
      return new ComplexNumber(d / 2 / w, w);
    }
    return new ComplexNumber(-d / 2 / w, -w);
  }
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  }

  public static ComplexNumber subtract(final ComplexNumber z1, final ComplexNumber z2) {
    ArgumentChecker.notNull(z1, "z1");
    ArgumentChecker.notNull(z2, "z2");
    return new ComplexNumber(z1.getReal() - z2.getReal(), z1.getImaginary() - z2.getImaginary());
  }
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    return new ComplexNumber(z1.getReal() - z2.getReal(), z1.getImaginary() - z2.getImaginary());
  }

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

  public static ComplexNumber subtract(final double x, final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(x - z.getReal(), -z.getImaginary());
  }
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    return Math.atan(x);
  }

  public static ComplexNumber atan(final ComplexNumber z) {
    Validate.notNull(z, "z");
    final ComplexNumber iZ = ComplexMathUtils.multiply(z, I);
    final ComplexNumber half = new ComplexNumber(0, 0.5);
    return ComplexMathUtils.multiply(half, ComplexMathUtils.log(ComplexMathUtils.divide(ComplexMathUtils.subtract(1, iZ), ComplexMathUtils.add(1, iZ))));
  }
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  public static ComplexNumber cos(final ComplexNumber z) {
    Validate.notNull(z, "z");
    final double x = z.getReal();
    final double y = z.getImaginary();
    return new ComplexNumber(Math.cos(x) * Math.cosh(y), -Math.sin(x) * Math.sinh(y));
  }
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    return Math.cosh(x);
  }

  public static ComplexNumber cosh(final ComplexNumber z) {
    Validate.notNull(z, "z");
    return new ComplexNumber(Math.cosh(z.getReal()) * Math.cos(z.getImaginary()), Math.sinh(z.getReal()) * Math.sin(z.getImaginary()));
  }
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  • 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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