List of multipliedBy() Examples

Examples of multipliedBy()

com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity.multipliedBy()
Create a new sensitivity object containing the original sensitivity multiplied by a common factor. @param factor The multiplicative factor. @return The multiplied sensitivity.
com.opengamma.analytics.financial.provider.sensitivity.inflation.InflationSensitivity.multipliedBy()
Create a new sensitivity object containing the original sensitivity multiplied by a common factor. @param factor The multiplicative factor. @return The multiplied sensitivity.
com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.multipliedBy()
Create a new sensitivity object containing the original sensitivity multiplied by a common factor. @param factor The multiplicative factor. @return The multiplied sensitivity.
com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity.multipliedBy()
Create a new multiple currency sensitivity by multiplying all the sensitivities in a multiple currency sensitivity by a common factor. @param factor The multiplicative factor. @return The new multiple currency sensitivity.
com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyParameterSensitivity.multipliedBy()
Create a copy of the object with all the sensitivities multiplied by a common factor. @param factor The factor. @return The multiplied sensitivity.
com.opengamma.analytics.financial.provider.sensitivity.multicurve.SimpleParameterSensitivity.multipliedBy()
Create a copy of the object with all the sensitivities multiplied by a common factor. @param factor The factor. @return The multiplied sensitivity.
com.opengamma.util.money.CurrencyAmount.multipliedBy()
Returns a copy of this {@code CurrencyAmount} with the amount multiplied.
This takes this amount and multiplies it by the specified value. The multiplication simply uses standard {@code double} arithmetic.
This instance is immutable and unaffected by this method. @param valueToMultiplyBy the scalar amount to multiply by @return an amount based on this with the amount multiplied, not null
com.opengamma.util.money.MultipleCurrencyAmount.multipliedBy()
Returns a copy of this {@code MultipleCurrencyAmount} with all the amounts multiplied by the factor.
This instance is immutable and unaffected by this method. @param factor The multiplicative factor. @return An amount based on this with all the amounts multiplied by the factor. Not null
org.threeten.bp.Period.multipliedBy()
Returns a new instance with each element in this period multiplied by the specified scalar.
This simply multiplies each field, years, months, days and normalized time, by the scalar. No normalization is performed. @param scalar the scalar to multiply by, not null @return a {@code Period} based on this period with the amounts multiplied by the scalar, not null @throws ArithmeticException if numeric overflow occurs

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.multipliedBy()

    final double[] priceAdjoint = BLACK_FUNCTION.getPriceAdjoint(option, dataBlack);
    // Backward sweep
    final double priceBar = 1.0;
    final double priceFutureBar = priceAdjoint[1] * priceBar;
    final MulticurveSensitivity priceFutureDerivative = METHOD_FUTURE.priceCurveSensitivity(security.getUnderlyingFuture(), blackPrice.getIssuerProvider());
    return priceFutureDerivative.multipliedBy(priceFutureBar);
  }


  /**
   * Computes the option security price curve sensitivity. 
   * It is supposed that for a given strike the volatility does not change with the curves.

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Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.multipliedBy()

    ArgumentChecker.notNull(transaction, "Transaction on option on STIR futures");
    ArgumentChecker.notNull(data, "data provider");
    MulticurveSensitivity securitySensitivity = _methodSecurity.priceCurveSensitivity(transaction.getUnderlyingOption(), data);
    return MultipleCurrencyMulticurveSensitivity.of(
        transaction.getCurrency(),
        securitySensitivity.multipliedBy(transaction.getQuantity() * transaction.getUnderlyingOption().getUnderlyingFuture().getNotional()
            * transaction.getUnderlyingOption().getUnderlyingFuture().getPaymentAccrualFactor()));
  }


}

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Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.multipliedBy()

    final List<DoublesPair> list = new ArrayList<>();
    list.add(new DoublesPair(cap.getPaymentTime(), dfDr));
    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(multicurve.getName(cap.getCurrency()), list);
    MulticurveSensitivity result = MulticurveSensitivity.ofYieldDiscounting(resultMap);
    result = result.multipliedBy(bsAdjoint[0]);
    result = result.plus(forwardDr.multipliedBy(df * bsAdjoint[1]));
    result = result.multipliedBy(cap.getNotional() * cap.getPaymentYearFraction());
    return MultipleCurrencyMulticurveSensitivity.of(cap.getCurrency(), result);
  }

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Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.multipliedBy()

    final Map<String, List<DoublesPair>> resultMap = new HashMap<>();
    resultMap.put(multicurve.getName(cap.getCurrency()), list);
    MulticurveSensitivity result = MulticurveSensitivity.ofYieldDiscounting(resultMap);
    result = result.multipliedBy(bsAdjoint[0]);
    result = result.plus(forwardDr.multipliedBy(df * bsAdjoint[1]));
    result = result.multipliedBy(cap.getNotional() * cap.getPaymentYearFraction());
    return MultipleCurrencyMulticurveSensitivity.of(cap.getCurrency(), result);
  }


}

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

   * Tests long/short parity.
   */
  public void presentValueCurveSensitivityLongShortParityExplicit() {
    final MultipleCurrencyMulticurveSensitivity pvhwsLong = METHOD_HW.presentValueCurveSensitivity(SWAPTION_LONG_PAYER, HW_MULTICURVES);
    final MultipleCurrencyMulticurveSensitivity pvhwsShort = METHOD_HW.presentValueCurveSensitivity(SWAPTION_SHORT_PAYER, HW_MULTICURVES);
    AssertSensivityObjects.assertEquals("Swaption physical - Hull-White - presentValueCurveSensitivity - long/short parity", pvhwsLong, pvhwsShort.multipliedBy(-1.0), TOLERANCE_PV_DELTA);
  }


  @Test
  /**
   * Tests payer/receiver/swap parity.

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Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyParameterSensitivity.multipliedBy()

  @Test
  public void multiplyBy() {
    final double factor = 5.8;
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.multipliedBy(factor);
    assertEquals("Test multiplyBy, single name / currency pair: ", MATRIX.scale(SENSITIVITY_1_1, factor), sensitivity.getSensitivity(NAME_1_USD));
    MultipleCurrencyParameterSensitivity sensi2 = new MultipleCurrencyParameterSensitivity();
    sensi2 = sensi2.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensi2 = sensi2.plus(NAME_2_EUR, SENSITIVITY_2_1);
    sensi2 = sensi2.multipliedBy(factor);

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Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.SimpleParameterSensitivity.multipliedBy()

  @Test
  public void multiplyBy() {
    final double factor = 5.8;
    SimpleParameterSensitivity sensitivity = new SimpleParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity = sensitivity.multipliedBy(factor);
    assertEquals("Test multiplyBy, single name / currency pair: ", MATRIX.scale(SENSITIVITY_1_1, factor), sensitivity.getSensitivity(NAME_1));
    SimpleParameterSensitivity sensi2 = new SimpleParameterSensitivity();
    sensi2 = sensi2.plus(NAME_1, SENSITIVITY_1_1);
    sensi2 = sensi2.plus(NAME_2, SENSITIVITY_2_1);
    sensi2 = sensi2.multipliedBy(factor);

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Examples of com.opengamma.util.money.CurrencyAmount.multipliedBy()

   * Tests the present value against explicit computation.
   */
  public void presentValue() {
    final CurrencyAmount pvTransactionComputed = METHOD_TRANSACTION.presentValue(BILL_TRA, CURVE_BUNDLE);
    CurrencyAmount pvSecurity = METHOD_SECURITY.presentValue(BILL_TRA.getBillPurchased(), CURVE_BUNDLE);
    pvSecurity = pvSecurity.multipliedBy(QUANTITY);
    final double pvSettle = BILL_TRA_DEFINITION.getSettlementAmount() * CURVE_BUNDLE.getCurve(NAME_CURVES[0]).getDiscountFactor(BILL_TRA.getBillPurchased().getSettlementTime());
    assertEquals("Bill Security: discounting method - present value", pvSecurity.plus(pvSettle).getAmount(), pvTransactionComputed.getAmount(), TOLERANCE_PV);
  }


  @Test

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Examples of com.opengamma.util.money.CurrencyAmount.multipliedBy()

  public CurrencyAmount presentValue(final BillTransaction bill, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(bill, "Bill");
    ArgumentChecker.notNull(curves, "Curves");
    final CurrencyAmount pvBill = METHOD_SECURITY.presentValue(bill.getBillPurchased(), curves);
    final double pvSettle = bill.getSettlementAmount() * curves.getCurve(bill.getBillPurchased().getDiscountingCurveName()).getDiscountFactor(bill.getBillPurchased().getSettlementTime());
    return pvBill.multipliedBy(bill.getQuantity()).plus(pvSettle);
  }


  @Override
  public CurrencyAmount presentValue(final InstrumentDerivative instrument, final YieldCurveBundle curves) {
    ArgumentChecker.isTrue(instrument instanceof BillTransaction, "Bill Transaction");

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Examples of com.opengamma.util.money.MultipleCurrencyAmount.multipliedBy()

   * Tests the present value against explicit computation.
   */
  public void presentValue() {
    final MultipleCurrencyAmount pvTransactionComputed = METHOD_TRANSACTION.presentValue(BILL_TRA, ISSUER_MULTICURVE);
    MultipleCurrencyAmount pvSecurity = METHOD_SECURITY.presentValue(BILL_TRA.getBillPurchased(), ISSUER_MULTICURVE);
    pvSecurity = pvSecurity.multipliedBy(QUANTITY);
    final double pvSettle = BILL_TRA_DEFINITION.getSettlementAmount() * ISSUER_MULTICURVE.getMulticurveProvider().getDiscountFactor(EUR, BILL_TRA.getBillPurchased().getSettlementTime());
    assertEquals("Bill Security: discounting method - present value", pvSecurity.getAmount(EUR) + pvSettle, pvTransactionComputed.getAmount(EUR), TOLERANCE_PV);
  }


  @Test

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