Examples of YieldCurveNodeSensitivityDataBundle

Examples of com.opengamma.financial.analytics.fixedincome.YieldCurveNodeSensitivityDataBundle

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      final Object value = input.getValue();
      if (value == null) {
        continue;
      }
      if (value instanceof YieldCurveNodeSensitivityDataBundle) {
        final YieldCurveNodeSensitivityDataBundle nodeSensitivities = (YieldCurveNodeSensitivityDataBundle) value;
        final Currency ccy = nodeSensitivities.getCurrency();
        final String name = nodeSensitivities.getYieldCurveName();
        final DoubleLabelledMatrix1D m = nodeSensitivities.getLabelledMatrix();
        YieldCurveNodeSensitivityDataBundle dataBundle = (YieldCurveNodeSensitivityDataBundle) summedValue;
        if (ccy.equals(dataBundle.getCurrency()) && name.equals(dataBundle.getYieldCurveName())) {
          summedValue = new YieldCurveNodeSensitivityDataBundle(ccy, (DoubleLabelledMatrix1D) SumUtils.addValue(dataBundle.getLabelledMatrix(), m, _requirementName), name);
        } else {
          // TODO: Throwing the value away like this looks bad!
        }
      } else if (_requirementName.equals(ValueRequirementNames.PRESENT_VALUE_CURVE_SENSITIVITY)) { //TODO this should probably not be done like this
        // THIS IS ALMOST CERATINLY WRONG
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Examples of com.opengamma.financial.analytics.fixedincome.YieldCurveNodeSensitivityDataBundle

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  @Override
  public YieldCurveNodeSensitivityDataBundle buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final Currency ccy = deserializer.fieldValueToObject(Currency.class, message.getByName(CURRENCY_FIELD_NAME));
    final DoubleLabelledMatrix1D labelledMatrix = deserializer.fieldValueToObject(DoubleLabelledMatrix1D.class, message.getByName(MATRIX_FIELD_NAME));
    final String curveName = deserializer.fieldValueToObject(String.class, message.getByName(CURVE_FIELD_NAME));
    return new YieldCurveNodeSensitivityDataBundle(ccy, labelledMatrix, curveName);
  }
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Examples of com.opengamma.financial.analytics.fixedincome.YieldCurveNodeSensitivityDataBundle

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    final Object[] labels = new Object[] {"1y", "2y", "3y", "4y", "5y"};
    final double[] values = new double[] {0.1, 0.2, 0.3, 0.4, 0.5};
    final DoubleLabelledMatrix1D m = new DoubleLabelledMatrix1D(keys, labels, values);
    final Currency ccy = Currency.USD;
    final String curveName = "S";
    final YieldCurveNodeSensitivityDataBundle d1 = new YieldCurveNodeSensitivityDataBundle(ccy, m, curveName);
    final YieldCurveNodeSensitivityDataBundle d2 = cycleObject(YieldCurveNodeSensitivityDataBundle.class, d1);
    assertEquals(d1, d2);
  }
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Examples of com.opengamma.financial.analytics.fixedincome.YieldCurveNodeSensitivityDataBundle

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      scaledValue = new ComputedValue(specification, doubleValue);
    } else if (value instanceof MultipleCurrencyAmount) {
      final MultipleCurrencyAmount m = (MultipleCurrencyAmount) value;
      scaledValue = new ComputedValue(specification, m.multipliedBy(quantity));
    } else if (value instanceof YieldCurveNodeSensitivityDataBundle) {
      final YieldCurveNodeSensitivityDataBundle nodeSensitivities = (YieldCurveNodeSensitivityDataBundle) value;
      final Currency ccy = nodeSensitivities.getCurrency();
      final String name = nodeSensitivities.getYieldCurveName();
      final DoubleLabelledMatrix1D m = nodeSensitivities.getLabelledMatrix();
      final double[] scaled = getScaledMatrix(m.getValues(), quantity);
      scaledValue = new ComputedValue(specification, new YieldCurveNodeSensitivityDataBundle(ccy, new DoubleLabelledMatrix1D(m.getKeys(), m.getLabels(), scaled), name));
    } else if (value instanceof DoubleLabelledMatrix1D) {
      final DoubleLabelledMatrix1D m = (DoubleLabelledMatrix1D) value;
      final double[] scaled = getScaledMatrix(m.getValues(), quantity);
      scaledValue = new ComputedValue(specification, new DoubleLabelledMatrix1D(m.getKeys(), m.getLabels(), scaled));
    } else if (value instanceof LocalDateLabelledMatrix1D) {
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