Package com.opengamma.timeseries.date.localdate

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.times()


  @Override
  public LocalDateDoubleTimeSeries getSampledTimeSeries(final DateDoubleTimeSeries<?> ts, final LocalDate[] schedule) {
    ArgumentChecker.notNull(ts, "time series");
    ArgumentChecker.notNull(schedule, "schedule");
    final LocalDateDoubleTimeSeries localDateTS = ImmutableLocalDateDoubleTimeSeries.of(ts);
    final List<LocalDate> tsDates = localDateTS.times();
    final List<LocalDate> scheduledDates = new ArrayList<>();
    final List<Double> scheduledData = new ArrayList<>();
    for (final LocalDate localDate : schedule) {
      if (tsDates.contains(localDate)) {
        scheduledDates.add(localDate);
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