Examples of nextTimeFast()

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] times = new int[n];
    final double[] returns = new double[n];
    final LocalDateDoubleEntryIterator iter1 = ts1.iterator();
    int i = 0;
    while (iter1.hasNext()) {
      final int date = iter1.nextTimeFast();
      final Double value2 = ts2.getValue(date);
      if (value2 == null || Math.abs(value2) < ZERO) {
        if (getMode().equals(CalculationMode.STRICT)) {
          throw new TimeSeriesException("No data in second series for time " + iter1.currentTime());
        }
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] resultDates = new int[ts.size() - 1];
    final double[] resultValues = new double[ts.size() - 1];
    int resultIndex = 0;

    final LocalDateDoubleEntryIterator it = ts.iterator();
    it.nextTimeFast();
    double previousValue = it.currentValue();

    double dividend;
    Double dividendTSData;
    while (it.hasNext()) {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    double previousValue = it.currentValue();

    double dividend;
    Double dividendTSData;
    while (it.hasNext()) {
      final int date = it.nextTimeFast();
      final double value = it.currentValue();

      if (isValueNonZero(previousValue) && isValueNonZero(value)) {
        resultDates[resultIndex] = date;
        if (d == null) {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] times = new int[n];
    final double[] returns = new double[n];
    final LocalDateDoubleEntryIterator iter1 = ts1.iterator();
    int i = 0;
    while (iter1.hasNext()) {
      final int date = iter1.nextTimeFast();
      final Double value2 = ts2.getValue(date);
      if (value2 == null || Math.abs(value2) < ZERO) {
        if (getMode().equals(CalculationMode.STRICT)) {
          throw new TimeSeriesException("No data in second series for time " + iter1.currentTime());
        }
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] resultDates = new int[ts.size() - 1];
    final double[] resultValues = new double[ts.size() - 1];
    int resultIndex = 0;

    final LocalDateDoubleEntryIterator it = ts.iterator();
    it.nextTimeFast();
    double previousValue = it.currentValue();

    double dividend;
    Double dividendTSData;
    while (it.hasNext()) {
View Full Code Here

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    double previousValue = it.currentValue();

    double dividend;
    Double dividendTSData;
    while (it.hasNext()) {
      final int date = it.nextTimeFast();
      final double value = it.currentValue();

      if (isValueNonZero(previousValue) && isValueNonZero(value)) {
        resultDates[resultIndex] = date;
        if (d == null) {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] resultDates = new int[ts.size() - 1];
    final double[] resultValues = new double[ts.size() - 1];
    int resultIndex = 0;

    final LocalDateDoubleEntryIterator it = ts.iterator();
    it.nextTimeFast();
    double previousValue = it.currentValue();

    double dividend;
    Double dividendTSData;
    while (it.hasNext()) {
View Full Code Here

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    double previousValue = it.currentValue();

    double dividend;
    Double dividendTSData;
    while (it.hasNext()) {
      final int date = it.nextTimeFast();
      final double value = it.currentValue();

      if (isValueNonZero(previousValue) && isValueNonZero(value)) {
        resultDates[resultIndex] = date;
        if (d == null) {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] rejectedDates = new int[n];
    final double[] rejectedData = new double[n];
    final LocalDateDoubleEntryIterator it = ts.iterator();
    int i = 0, j = 0;
    while (it.hasNext()) {
      int date = it.nextTimeFast();
      double value = it.currentValue();
      if (Math.abs(value) < _zero) {
        rejectedDates[j] = date;
        rejectedData[j++] = value;
      } else {
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleEntryIterator.nextTimeFast()

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    final int[] rejectedDates = new int[n];
    final double[] rejectedData = new double[n];
    final LocalDateDoubleEntryIterator it = ts.iterator();
    int i = 0, j = 0;
    while (it.hasNext()) {
      int date = it.nextTimeFast();
      double value = it.currentValue();
      if (Math.abs(value - median) > _standardDeviations * mad / .6745) {
        rejectedDates[j] = date;
        rejectedData[j++] = value;
      } else {
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