Examples of initialGuess()

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

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          } // 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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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for (int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialRateGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], i, withToday);
          rates[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for (int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialRateGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, dscMap, fwdIborMap, fwdOnMap, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve.initialGuess()

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        for(int k = 0; k < nInstruments; k++) {
          derivatives[k] = convert(definitions[i][j][k], withToday);
          rates[k] = initialRateGuess(definitions[i][j][k]);
        }
        final GeneratorYDCurve generator = curveGenerators[i][j].finalGenerator(derivatives);
        final double[] initialGuess = generator.initialGuess(rates);
        singleCurves[j] = new SingleCurveBundle<>(curveNames[i][j], derivatives, initialGuess, generator);
      }
      curveBundles[i] = new MultiCurveBundle<>(singleCurves);
    }
    return CURVE_BUILDING_REPOSITORY.makeCurvesFromDerivatives(curveBundles, knownData, DSC_MAP, FWD_IBOR_MAP, FWD_ON_MAP, calculator, sensitivityCalculator);
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