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.util.money.MultipleCurrencyAmount.multipliedBy()

    Validate.notNull(bond, "Coupon");
    Validate.notNull(market, "Market");
    final double notional = bond.getCoupon().getNthPayment(0).getNotional();
    final double dirtyPriceReal = cleanPriceReal + bond.getAccruedInterest() / notional;
    final MultipleCurrencyAmount pv = bond.getSettlement().accept(PVIC, market.getInflationProvider());
    return pv.multipliedBy(dirtyPriceReal);
  }


  /**
   * Computes the clean real price of a bond security from a dirty real price.
   * @param bond The bond security.

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

   */
  public MultipleCurrencyAmount netAmount(final BondCapitalIndexedSecurity<Coupon> bond, final InflationIssuerProviderInterface market, final double cleanPriceReal) {
    final double notional = bond.getCoupon().getNthPayment(0).getNotional();
    final double netAmountRealByUnit = cleanPriceReal + bond.getAccruedInterest() / notional;
    final MultipleCurrencyAmount netAmount = bond.getSettlement().accept(NAIC, market.getInflationProvider());
    return netAmount.multipliedBy(netAmountRealByUnit);


  }


  /**
   * Computes the dirty real price from the conventional real yield.

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

   * @return The present value.
   */
  public MultipleCurrencyAmount presentValue(final CapFloorInflationZeroCouponMonthly cap, final BlackSmileCapInflationZeroCouponProviderInterface black) {
    final MultipleCurrencyAmount nonDiscountedPresentValue = netAmount(cap, black);
    final double df = black.getMulticurveProvider().getDiscountFactor(cap.getCurrency(), cap.getPaymentTime());
    return nonDiscountedPresentValue.multipliedBy(df);
  }


  /**
   * Computes the present value.
   * @param instrument The instrument.

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

   * @return The present value.
   */
  public MultipleCurrencyAmount presentValue(final CapFloorInflationYearOnYearInterpolation cap, final BlackSmileCapInflationYearOnYearProviderInterface black) {
    final MultipleCurrencyAmount nonDiscountedPresentValue = netAmount(cap, black);
    final double df = black.getMulticurveProvider().getDiscountFactor(cap.getCurrency(), cap.getPaymentTime());
    return nonDiscountedPresentValue.multipliedBy(df);
  }


  /**
   * Computes the present value.
   * @param instrument The instrument.

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Examples of org.threeten.bp.Period.multipliedBy()

    for (int looplevel = 0; looplevel < nbLevel; looplevel++) {
      curveCst = YieldCurve.from(ConstantDoublesCurve.from(rateLevel[looplevel], "CST"));
      multicurvesCst.replaceCurve(FEDFUND, curveCst);


      for (int loopstart = 0; loopstart < nbStart; loopstart++) {
        effectiveDate[loopstart] = ScheduleCalculator.getAdjustedDate(effectiveDate[0], step.multipliedBy(loopstart), USDLIBOR3M, NYC);
        final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(effectiveDate[loopstart], TENOR_3M, USDLIBOR3M, NYC);
        final CouponArithmeticAverageONDefinition cpnONDefinition = CouponArithmeticAverageONDefinition.from(FEDFUND, effectiveDate[loopstart], endDate, NOTIONAL, 0, NYC);
        final CouponArithmeticAverageON cpnON = cpnONDefinition.toDerivative(REFERENCE_DATE);
        // Compute daily forwards
        final int nbON = cpnON.getFixingPeriodAccrualFactors().length;

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