List of cleaned() Examples

Examples of cleaned()

com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity.cleaned()

Return a new sensitivity cleaned by sorting the times and adding the values at the duplicate times. @return The cleaned sensitivity.

com.opengamma.analytics.financial.provider.sensitivity.inflation.MultipleCurrencyInflationSensitivity.cleaned()

Returns a new multiple currency sensitivity by creating clean sensitivity for each currency (see {@link InterestRateCurveSensitivity} clean() method). @return The cleaned sensitivity.

com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.cleaned()

Return a new sensitivity by sorting the times and adding the values at duplicated times. @return The cleaned sensitivity.

com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity.cleaned()

Returns a new multiple currency sensitivity by creating clean sensitivity for each currency (see {@link InterestRateCurveSensitivity} clean() method). @return The cleaned sensitivity.

    pvcsCMS2 = pvcsCMS2.cleaned();
    final MultipleCurrencyMulticurveSensitivity pvcsStrike = METHOD_CPN_FIXED.presentValueCurveSensitivity(cpnStrike, MULTICURVES);
    MultipleCurrencyMulticurveSensitivity pvcsParity1 = pvcsCMS1.plus(pvcsCMS2.plus(pvcsStrike).multipliedBy(-1));
    pvcsParity1 = pvcsParity1.cleaned();
    MultipleCurrencyMulticurveSensitivity pvcsParity2 = pvcsCapLong.plus(pvcsFloorLong.multipliedBy(-1));
    pvcsParity2 = pvcsParity2.cleaned();
    AssertSensivityObjects.assertEquals("CMS spread: curve sensitivity - Cap/Floor parity", pvcsParity1, pvcsParity2, TOLERANCE_PV);
  }


  @Test
  /**

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Examples of cleaned()

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity.cleaned()