Examples of SmileInterpolatorMixedLogNormal

Examples of com.opengamma.analytics.financial.model.volatility.smile.fitting.interpolation.SmileInterpolatorMixedLogNormal

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    private static final String WEIGHTING_FUNCTION_FIELD_NAME = "weightingFunctionField";

    @Override
    public SmileInterpolatorMixedLogNormal buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final String weightingFunctionName = message.getString(WEIGHTING_FUNCTION_FIELD_NAME);
      return new SmileInterpolatorMixedLogNormal(WeightingFunctionFactory.getWeightingFunction(weightingFunctionName));
    }
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Examples of com.opengamma.analytics.financial.model.volatility.smile.fitting.interpolation.SmileInterpolatorMixedLogNormal

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    assertEquals(interpolator, cycleObject(SmileInterpolatorSpline.class, interpolator));
  }

  @Test
  public void testSmileInterpolatorMixedLogNormal() {
    final SmileInterpolatorMixedLogNormal interpolator = new SmileInterpolatorMixedLogNormal(WeightingFunctionFactory.COSINE_WEIGHTING_FUNCTION);
    assertEquals(interpolator, cycleObject(SmileInterpolatorMixedLogNormal.class, interpolator));
  }
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Examples of com.opengamma.analytics.financial.model.volatility.smile.fitting.interpolation.SmileInterpolatorMixedLogNormal

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  @Override
  protected GeneralSmileInterpolator getSmileInterpolator(final ValueRequirement desiredValue) {
    final String weightingFunctionName = desiredValue.getConstraint(PROPERTY_MIXED_LOG_NORMAL_WEIGHTING_FUNCTION);
    final WeightingFunction weightingFunction = WeightingFunctionFactory.getWeightingFunction(weightingFunctionName);
    return new SmileInterpolatorMixedLogNormal(weightingFunction);
  }
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