Package com.opengamma.timeseries.precise.zdt

Examples of com.opengamma.timeseries.precise.zdt.ZonedDateTimeDoubleTimeSeriesBuilder

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    for (int i = 0; i < n; i++) {
      if (fixingSeries[i].isEmpty()) {
        laggedFixingSeries[i] = ImmutableZonedDateTimeDoubleTimeSeries.ofEmpty(tomorrow.getZone());
      } else {
        final ZonedDateTimeDoubleTimeSeries ts = fixingSeries[i].subSeries(fixingSeries[i].getEarliestTime(), tomorrow);
        final ZonedDateTimeDoubleTimeSeriesBuilder bld = ts.toBuilder();
        bld.put(tomorrow, ts.getLatestValue());
        laggedFixingSeries[i] = bld.build();
      }
    }
    return laggedFixingSeries;
  }
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    return node instanceof ZeroCouponInflationNode || node instanceof RateFutureNode || node instanceof DeliverableSwapFutureNode; // || (node instanceof SwapNode && ((SwapNode) node).isUseFixings());
  }

  private static ZonedDateTimeDoubleTimeSeries convertTimeSeries(final ZoneId timeZone, final LocalDateDoubleTimeSeries localDateTS) {
    // FIXME CASE Converting a daily historical time series to an arbitrary time. Bad idea
    final ZonedDateTimeDoubleTimeSeriesBuilder bld = ImmutableZonedDateTimeDoubleTimeSeries.builder(timeZone);
    for (final LocalDateDoubleEntryIterator it = localDateTS.iterator(); it.hasNext();) {
      final LocalDate date = it.nextTime();
      final ZonedDateTime zdt = date.atStartOfDay(timeZone);
      bld.put(zdt, it.currentValueFast());
    }
    return bld.build();
  }
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    }
  }

  private static ZonedDateTimeDoubleTimeSeries convertTimeSeries(final ZoneId timeZone, final LocalDateDoubleTimeSeries localDateTS) {
    // FIXME Converting a daily historical time series to an arbitrary time - should not happen
    final ZonedDateTimeDoubleTimeSeriesBuilder bld = ImmutableZonedDateTimeDoubleTimeSeries.builder(timeZone);
    for (final LocalDateDoubleEntryIterator it = localDateTS.iterator(); it.hasNext(); ) {
      final LocalDate date = it.nextTime();
      final ZonedDateTime zdt = date.atStartOfDay(timeZone);
      bld.put(zdt, it.currentValueFast());
    }
    return bld.build();
  }
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    return convertTimeSeries(timeZone, ts.getTimeSeries());
  }

  private static ZonedDateTimeDoubleTimeSeries convertTimeSeries(final ZoneId timeZone, final LocalDateDoubleTimeSeries localDateTS) {
    // FIXME CASE Converting a daily historical time series to an arbitrary time. Bad idea
    final ZonedDateTimeDoubleTimeSeriesBuilder bld = ImmutableZonedDateTimeDoubleTimeSeries.builder(timeZone);
    for (final LocalDateDoubleEntryIterator it = localDateTS.iterator(); it.hasNext();) {
      final LocalDate date = it.nextTime();
      final ZonedDateTime zdt = date.atStartOfDay(timeZone);
      bld.put(zdt, it.currentValueFast());
    }
    return bld.build();
  }
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