/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.curve.interestrate.building;
import java.util.Arrays;
import java.util.LinkedHashMap;
import java.util.Set;
import com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorYDCurve;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundleBuildingFunction;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.provider.curve.multicurve.MulticurveDiscountBuildingRepository;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.util.ArgumentChecker;
/**
* Yield curve bundle building function based on an map of curve generators.
* @deprecated Curve builders that use and populate {@link YieldCurveBundle}s are deprecated. Use classes such as
* {@link MulticurveDiscountBuildingRepository}.
*/
@Deprecated
public class CurveBuildingGeneratorFunction extends YieldCurveBundleBuildingFunction {
/**
* The map with the curve names and the related generators.
*/
private final LinkedHashMap<String, GeneratorYDCurve> _curveGenerators;
/**
* The yield curve bundle with known data (curves).
*/
private final YieldCurveBundle _knownData;
/**
* Constructor
* @param curveGenerators The curve constructor. The order is important.
*/
public CurveBuildingGeneratorFunction(final LinkedHashMap<String, GeneratorYDCurve> curveGenerators) {
ArgumentChecker.notNull(curveGenerators, "Curve generator map");
_curveGenerators = curveGenerators;
_knownData = new YieldCurveBundle();
}
/**
* Constructor
* @param curveGenerators The curve constructor. The order is important.
* @param knownData The yield curve bundle with known data (curves).
*/
public CurveBuildingGeneratorFunction(final LinkedHashMap<String, GeneratorYDCurve> curveGenerators, final YieldCurveBundle knownData) {
ArgumentChecker.notNull(curveGenerators, "Curve generator map");
_curveGenerators = curveGenerators;
_knownData = knownData;
}
/**
* Gets the know curves.
* @return The known curves.
*/
public YieldCurveBundle getKnownData() {
return _knownData;
}
@Override
public YieldCurveBundle evaluate(final DoubleMatrix1D x) {
final YieldCurveBundle bundle = _knownData.copy();
final Set<String> names = _curveGenerators.keySet();
int index = 0;
for (final String name : names) {
final GeneratorYDCurve gen = _curveGenerators.get(name);
final double[] paramCurve = Arrays.copyOfRange(x.getData(), index, index + gen.getNumberOfParameter());
index += gen.getNumberOfParameter();
final YieldAndDiscountCurve newCurve = gen.generateCurve(name, bundle, paramCurve);
bundle.setCurve(name, newCurve);
}
return bundle;
}
}