Examples of LocalDateDoubleTimeSeries


Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries

      data[i] = random;
      if (i > 0) {
        returns[i - 1] = random / data[i - 1];
      }
    }
    final LocalDateDoubleTimeSeries dividendTS = ImmutableLocalDateDoubleTimeSeries.of(new LocalDate[] { LocalDate.ofEpochDay(300) }, new double[] {3});
    final LocalDateDoubleTimeSeries priceTS = ImmutableLocalDateDoubleTimeSeries.of(times, data);
    final LocalDateDoubleTimeSeries returnTS = ImmutableLocalDateDoubleTimeSeries.of(Arrays.copyOfRange(times, 1, n), returns);
    assertTrue(CALCULATOR.evaluate(new LocalDateDoubleTimeSeries[] {priceTS, dividendTS}).equals(returnTS));
  }
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