Package com.opengamma.analytics.math.statistics.descriptive

Examples of com.opengamma.analytics.math.statistics.descriptive.ModeCalculator


    ArgumentChecker.notNull(underlyingPool, "Underlying pool");
    ArgumentChecker.notNull(creditSpreadTenors, "Credit spread tenors");
    ArgumentChecker.notNull(creditSpreadTermStructures, "Credit spread term structures");
    ArgumentChecker.notNull(creditSpreadTenor, "Credit spread tenor");

    ModeCalculator mode = new ModeCalculator();

    double[] spreads = getSpreads(underlyingPool, creditSpreadTenors, creditSpreadTermStructures, creditSpreadTenor);

    return mode.evaluate(spreads);
  }
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