Package com.opengamma.analytics.financial.curve.inflation.generator

Examples of com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurve.initialGuess()


          } // type - end
          if (!inflation.isEmpty()) {
            inflationMap.put(curveName, inflation.toArray(new IndexPrice[inflation.size()]));
          }
          final GeneratorPriceIndexCurve generator = getGenerator(definition, now.toLocalDate());
          singleCurves[j++] = new SingleCurveBundle<>(curveName, derivativesForCurve, generator.initialGuess(parameterGuessForCurves), generator);
          // seasonal curve construction
          final double[] seasonalFactors = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
          final SeasonalCurve seasonalCurve = new SeasonalCurve(seasonalStep, seasonalFactors, false);

          // TODO : inputs () should be retrieve from historical data, for this we need two things :
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