Package com.opengamma.analytics.financial.provider.curve

Examples of com.opengamma.analytics.financial.provider.curve.CurveBuildingBlockBundle

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        unitBundleSoFar.put(curveNames[loopunit][loopcurve], new ObjectsPair<>(new CurveBuildingBlock(unitMap), mat[loopcurve]));
      }
      knownSoFarData.addAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }
    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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        unitBundleSoFar.put(singleCurve.getCurveName(), new ObjectsPair<>(new CurveBuildingBlock(unitMap), mat[iCurve]));
      }
      knownSoFarData.setAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }
    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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        unitBundleSoFar.put(curveNames[loopunit][loopcurve], new ObjectsPair<>(new CurveBuildingBlock(unitMap), mat[loopcurve]));
      }
      knownSoFarData.setAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }
    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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        unitBundleSoFar.put(singleCurve.getCurveName(), new ObjectsPair<>(new CurveBuildingBlock(unitMap), mat[iCurve]));
      }
      knownSoFarData.setAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }
    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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      }
      knownSoFarData.setAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }

    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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      }
      knownSoFarData.setAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }

    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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        unitBundleSoFar.put(singleCurve.getCurveName(), new ObjectsPair<>(new CurveBuildingBlock(unitMap), mat[iCurve]));
      }
      knownSoFarData.setAll(unitCal.getFirst());
      startUnit = startUnit + nbInsUnit;
    }
    return new ObjectsPair<>(knownSoFarData, new CurveBuildingBlockBundle(unitBundleSoFar));
  }
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        final String curveName = (String) curveNameFields.get(i).getValue();
        final CurveBuildingBlock curveBuildingBlock = deserializer.fieldValueToObject(CurveBuildingBlock.class, curveBuildingBlockFields.get(i));
        final DoubleMatrix2D jacobian = deserializer.fieldValueToObject(DoubleMatrix2D.class, jacobianFields.get(i));
        data.put(curveName, Pair.of(curveBuildingBlock, jacobian));
      }
      return new CurveBuildingBlockBundle(data);
    }
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    final CurveBuildingBlock curveBuildingBlock2 = new CurveBuildingBlock(data2);
    final DoubleMatrix2D matrix2 = new DoubleMatrix2D(new double[][] {new double[] {9, 8, 7}, new double[] {6, 5, 4}});
    final LinkedHashMap<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> data = new LinkedHashMap<>();
    data.put("B1", Pair.of(curveBuildingBlock1, matrix1));
    data.put("B2", Pair.of(curveBuildingBlock2, matrix2));
    final CurveBuildingBlockBundle cbbb = new CurveBuildingBlockBundle(data);
    assertEquals(cbbb, cycleObject(CurveBuildingBlockBundle.class, cbbb));
  }
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    final CurveBuildingBlock block3 = new CurveBuildingBlock(data3);
    final LinkedHashMap<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> data = new LinkedHashMap<>();
    data.put("Q", Pair.of(block1, new DoubleMatrix2D(new double[][] {new double[] {2, 4}, new double[] {5, 6}})));
    data.put("W", Pair.of(block2, new DoubleMatrix2D(new double[][] {new double[] {12, 14}, new double[] {15, 16}})));
    data.put("E", Pair.of(block3, new DoubleMatrix2D(new double[][] {new double[] {22, 24}, new double[] {25, 26}})));
    final CurveBuildingBlockBundle bundle = new CurveBuildingBlockBundle(data);
    assertEquals(bundle, cycleObject(CurveBuildingBlockBundle.class, bundle));
  }
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Related Classes of com.opengamma.analytics.financial.provider.curve.CurveBuildingBlockBundle

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  • com.opengamma.analytics.financial.provider.curve.hullwhite.HullWhiteProviderDiscountBuildingRepository
  • com.opengamma.analytics.financial.provider.curve.inflation.InflationDiscountBuildingRepository
  • com.opengamma.analytics.financial.provider.curve.issuer.IssuerDiscountBuildingRepository
  • com.opengamma.analytics.financial.provider.curve.multicurve.MulticurveDiscountBuildingRepository
  • com.opengamma.analytics.financial.provider.curve.multicurve.MulticurveProviderForwardBuildingRepository
  • com.opengamma.financial.analytics.fudgemsg.AnalyticsParameterProviderBuildersTest
  • com.opengamma.financial.analytics.fudgemsg.CurveResultBuilders$CurveBuildingBlockBundleBuilder
  • com.opengamma.financial.analytics.fudgemsg.CurveResultBuildersTest
  • com.opengamma.financial.analytics.model.black.BlackDiscountingBCSCapFloorFunction
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