Examples of NelsonSiegelBondCurveModel


Examples of com.opengamma.analytics.financial.interestrate.NelsonSiegelBondCurveModel

  }

  @SuppressWarnings("unchecked")
  @Test
  public void testFunctionalCurve_NS() {
    final NelsonSiegelBondCurveModel curveBondModel = new NelsonSiegelBondCurveModel();
    final Function1D<Double, Double> func = curveBondModel.getParameterizedFunction().asFunctionOfArguments(new DoubleMatrix1D(new double[] {1, 2, 3, 4 }));
    Curve<Double, Double> c1 = FunctionalDoublesCurve.from(func);
    Curve<Double, Double> c2 = cycleObject(Curve.class, c1);
    assertCurveEquals(c1, c2);
    c1 = FunctionalDoublesCurve.from(func, "NAME");
    c2 = cycleObject(Curve.class, c1);
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