Package com.opengamma.analytics.financial.interestrate

Examples of com.opengamma.analytics.financial.interestrate.NelsonSiegelSvennsonBondCurveModel


  }

  @SuppressWarnings("unchecked")
  @Test
  public void testFunctionalCurve_NSS() {
    final NelsonSiegelSvennsonBondCurveModel curveBondModel = new NelsonSiegelSvennsonBondCurveModel();
    final Function1D<Double, Double> f = curveBondModel.getParameterizedFunction().asFunctionOfArguments(new DoubleMatrix1D(new double[] {1, 2, 3, 4, 5, 6 }));
    Curve<Double, Double> c1 = FunctionalDoublesCurve.from(f);
    Curve<Double, Double> c2 = cycleObject(Curve.class, c1);
    assertCurveEquals(c1, c2);
    c1 = FunctionalDoublesCurve.from(f, "NAME");
    c2 = cycleObject(Curve.class, c1);
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