Examples of it.unimi.dsi.fastutil.doubles.DoubleArrayList.toArray()

Class it.unimi.dsi.fastutil.doubles.DoubleArrayList

Examples of it.unimi.dsi.fastutil.doubles.DoubleArrayList.toArray()

it.unimi.dsi.fastutil.doubles.DoubleArrayList.toArray()

          }
        }
      }
    }
    final VolatilitySurfaceData<Double, Double> stdVolSurface = new VolatilitySurfaceData<Double, Double>(rawSurface.getDefinitionName(), rawSurface.getSpecificationName(), rawSurface.getTarget(),
        tList.toArray(new Double[0]), kList.toArray(new Double[0]), volValues);


    // 4. Return
    final ValueProperties stdVolProperties = createValueProperties()
        .with(ValuePropertyNames.SURFACE, surfaceName)
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.COMMODITY_FUTURE_OPTION)

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          volatilityValues.put(Pair.of(t, y / 100.), volatility / 100); // TODO Normalisation, could this be done elsewhere?
        }
      }
    }
    return new VolatilitySurfaceData<Double, Double>(optionVolatilities.getDefinitionName(), optionVolatilities.getSpecificationName(),
        optionVolatilities.getTarget(), tList.toArray(new Double[0]), kList.toArray(new Double[0]), volatilityValues);
  }


  /** Build a volatility surface based on Expiry, T, and Strike, K. T is in measured in our standard OG-Analytic years */
  private static VolatilitySurfaceData<Double, Double> getSurfaceFromPriceQuote(final VolatilitySurfaceSpecification specification,
      final VolatilitySurfaceData<Number, Double> optionPrices, final NodalDoublesCurve futurePrices, final ZonedDateTime now, final String surfaceQuoteType,

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          }
        }
      }
    }
    return new VolatilitySurfaceData<Double, Double>(optionPrices.getDefinitionName(), optionPrices.getSpecificationName(),
        optionPrices.getTarget(), txList.toArray(new Double[0]), kList.toArray(new Double[0]), volatilityValues);
  }


  /** Futures prices are required to form implied volatilities when the units of the input surface is quoted in prices. */
  private static NodalDoublesCurve getFuturePricesCurve(final ComputationTarget target, final String curveName, final FunctionInputs inputs) {
    if (curveName == null) {

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          volatilityValues.put(Pair.of(t, y / 100.), volatility / 100); // TODO Normalisation, could this be done elsewhere?
        }
      }
    }
    return new VolatilitySurfaceData<Double, Double>(optionVolatilities.getDefinitionName(), optionVolatilities.getSpecificationName(),
        optionVolatilities.getTarget(), tList.toArray(new Double[0]), kList.toArray(new Double[0]), volatilityValues);
  }


  private static VolatilitySurfaceData<Double, Double> getSurfaceFromPriceQuote(final VolatilitySurfaceSpecification specification,
      final VolatilitySurfaceData<Number, Double> optionPrices, final NodalDoublesCurve futurePrices, final ZonedDateTime now, final String surfaceQuoteType,
      final Calendar calendar) {

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          }
        }
      }
    }
    return new VolatilitySurfaceData<Double, Double>(optionPrices.getDefinitionName(), optionPrices.getSpecificationName(),
        optionPrices.getTarget(), txList.toArray(new Double[0]), kList.toArray(new Double[0]), volatilityValues);
  }


  private static NodalDoublesCurve getFuturePricesCurve(final ComputationTarget target, final String curveName, final FunctionInputs inputs) {
    if (curveName == null) {
      throw new OpenGammaRuntimeException("Could not get curve name");

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          }
        }
      }
    }
    final VolatilitySurfaceData<Double, Double> stdVolSurface = new VolatilitySurfaceData<>(rawSurface.getDefinitionName(), rawSurface.getSpecificationName(), rawSurface.getTarget(),
        tList.toArray(new Double[0]), kList.toArray(new Double[0]), volValues);
    return stdVolSurface;
  }


  @SuppressWarnings("deprecation")
  private static VolatilitySurfaceData<Double, Double> getSurfaceFromPriceQuote(final LocalDate valDate, final VolatilitySurfaceData<Object, Object> rawSurface,

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          }
        }
      }
    }
    final VolatilitySurfaceData<Double, Double> stdVolSurface = new VolatilitySurfaceData<>(rawSurface.getDefinitionName(), rawSurface.getSpecificationName(), rawSurface.getTarget(),
        tList.toArray(new Double[0]), kList.toArray(new Double[0]), volValues);
    return stdVolSurface;
  }


  private static Double[] getYs(final Object ys) {
    if (ys instanceof Double[]) {

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          }
        }
      }
    }
    final VolatilitySurfaceData<Double, Double> stdVolSurface = new VolatilitySurfaceData<>(rawSurface.getDefinitionName(), rawSurface.getSpecificationName(), rawSurface.getTarget(),
        tList.toArray(new Double[0]), kList.toArray(new Double[0]), volValues);
    return stdVolSurface;
  }


  private static VolatilitySurfaceData<Double, Double> getSurfaceFromPriceQuote(final LocalDate valDate, final VolatilitySurfaceData<Pair<Integer, Tenor>, Double> rawSurface,
      final ForwardCurve forwardCurve, final VolatilitySurfaceSpecification specification) {

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          }
        }
      }
    }
    final VolatilitySurfaceData<Double, Double> stdVolSurface = new VolatilitySurfaceData<>(rawSurface.getDefinitionName(), rawSurface.getSpecificationName(), rawSurface.getTarget(),
        tList.toArray(new Double[0]), kList.toArray(new Double[0]), volValues);
    return stdVolSurface;
  }
}

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          volatilityValues.put(Pair.of(xTime, yTime), volatility);
        }
      }
    }
    return new VolatilitySurfaceData<Double, Double>(volatilities.getDefinitionName(), volatilities.getSpecificationName(), volatilities.getTarget(),
        xList.toArray(new Double[0]), yList.toArray(new Double[0]), volatilityValues);
  }


  //TODO not the best way to do this
  private static double getTime(final Tenor tenor) {
    final Period period = tenor.getPeriod();

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