Examples of com.opengamma.financial.analytics.model.volatility.surface.fitted.SurfaceFittedSmileDataPoints

      for (int i = 0; i < tFields.size(); i++) {
        final Double t = deserializer.fieldValueToObject(Double.class, tFields.get(i));
        final List<Double> ks = deserializer.fieldValueToObject(List.class, kFields.get(i));
        map.put(t, ks);
      }
      return new SurfaceFittedSmileDataPoints(map);
    }

    final ValueProperties resultProperties = desiredValue.getConstraints().copy()
        .withoutAny(ValuePropertyNames.FUNCTION)
        .with(ValuePropertyNames.FUNCTION, getUniqueId()).get();
    final ValueSpecification resultSpecification = new ValueSpecification(ValueRequirementNames.SABR_SURFACES, target.toSpecification(), resultProperties);
    final ValueSpecification fittedPointsSpecification = new ValueSpecification(ValueRequirementNames.VOLATILITY_SURFACE_FITTED_POINTS, target.toSpecification(), resultProperties);
    return Sets.newHashSet(new ComputedValue(resultSpecification, fittedSurfaces), new ComputedValue(fittedPointsSpecification, new SurfaceFittedSmileDataPoints(dataPointsForStrip)));
  }

Related Classes of com.opengamma.financial.analytics.model.volatility.surface.fitted.SurfaceFittedSmileDataPoints

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