Examples of TopHatFunction

com.opengamma.analytics.math.function.special.TopHatFunction
Class representing the top-hat function, defined as: $$ \begin{align*} T(x)= \begin{cases} 0 & x < x_1\\ y & x_1 < x < x_2\\ 0 & x> x_2 \end{cases} \end{align*} $$ where $x_1$ is the lower edge of the "hat", $x_2$ is the upper edge and $y$ is the height of the function. This function is discontinuous at $x_1$ and $x_2$.

Examples of com.opengamma.analytics.math.function.special.TopHatFunction

   * @return The new curve.
   */
  public YieldAndDiscountCurve withSingleShift(final double t, final double shift) {
    final double defaultRange = 1.0E-3; // 1 day ~ 3E-3
    return new YieldAndDiscountAddZeroSpreadCurve(this._name + "WithSingleShift", false, this,
        YieldCurve.from(new FunctionalDoublesCurve(new TopHatFunction(t - defaultRange, t + defaultRange, shift))));
  }

View Full Code Here

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.