Package it.unimi.dsi.fastutil.doubles

Examples of it.unimi.dsi.fastutil.doubles.DoubleArrayList.toDoubleArray()

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        prices.add(BlackFormulaRepository.price(forward, strike, expiry, impliedVol, isCall));
        strikes.add(forward * moneynesses[i]);
      } catch (final Exception e) {
      }
    }
    return _interpolator.getDataBundleFromSortedArrays(strikes.toDoubleArray(), prices.toDoubleArray());
  }

  @Override
  public Interpolator1DDataBundle getResult(final LocalVolatilitySurfaceStrike localVolatility, final ForwardCurve forwardCurve, final EuropeanVanillaOption option,
      final YieldAndDiscountCurve discountingCurve) {
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      temp = _curves[loopcurve].getPriceIndexParameterSensitivity(time);
      for (final double element : temp) {
        result.add(element);
      }
    }
    return result.toDoubleArray();
  }

  @Override
  public int getNumberOfParameters() {
    int result = 0;
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        final YieldAndDiscountCurve curve = bundle.getCurve(name);
        final List<Double> oneCurveSensitivity = pointToParameterSensitivity(sensitivity.getSensitivities().get(name), curve);
        sensiDirtyList.addAll(oneCurveSensitivity);
      }
    }
    final double[] sensiDirty = sensiDirtyList.toDoubleArray();
    final double[] sensiClean = new double[nbCleanParameters];
    for (int loopcurve = 0; loopcurve < nbSensiCurve; loopcurve++) {
      for (int loopo = 0; loopo < indexOtherSensiCurve[loopcurve].length; loopo++) {
        if (!fixedCurves.contains(curveNamesArray[indexOtherSensiCurve[loopcurve][loopo]])) {
          for (int loops = 0; loops < nbNewParamSensiCurve[indexOtherSensiCurve[loopcurve][loopo]]; loops++) {
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        final YieldAndDiscountCurve curve = bundle.getCurve(name);
        final Double[] oneCurveSensitivity = pointToParameterSensitivity(sensitivity.getSensitivities().get(name), curve);
        sensiDirtyList.addAll(Arrays.asList(oneCurveSensitivity));
      }
    }
    final double[] sensiDirty = sensiDirtyList.toDoubleArray();
    final double[][] sensiClean = new double[nbSensitivityCurve][];
    for (int loopcurve = 0; loopcurve < nbSensitivityCurve; loopcurve++) {
      sensiClean[loopcurve] = new double[nbNewParamSensiCurve[loopcurve]];
    }
    for (int loopcurve = 0; loopcurve < nbSensitivityCurve; loopcurve++) {
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    result.put(PDEResultCollection.GRID_DUAL_DELTA, modelDualDelta.toDoubleArray());
    result.put(PDEResultCollection.GRID_GAMMA, modelGamma.toDoubleArray());
    result.put(PDEResultCollection.GRID_DUAL_GAMMA, modelDualGamma.toDoubleArray());
    result.put(PDEResultCollection.GRID_VEGA, modelVega.toDoubleArray());
    result.put(PDEResultCollection.GRID_VANNA, modelVanna.toDoubleArray());
    result.put(PDEResultCollection.GRID_VOMMA, modelVomma.toDoubleArray());
    result.put(PDEResultCollection.GRID_DOMESTIC_PV_QUOTE, absoluteDomesticPrice.toDoubleArray());
    return result;
  }

  private double getBSImpliedVol(final double mPrice, final double m, final double expiry, final boolean isCall) {
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      temp = _curves[loopcurve].getInterestRateParameterSensitivity(time);
      for (final double element : temp) {
        result.add(element);
      }
    }
    return result.toDoubleArray();
  }

  @Override
  public int getNumberOfParameters() {
    int result = 0;
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      }
    }
    if (excesses.isEmpty()) {
      return new VaRCalculationResult(var, null);
    }
    return new VaRCalculationResult(-_meanCalculator.evaluate(excesses.toDoubleArray()), null);
  }

  @Override
  public int hashCode() {
    final int prime = 31;
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          sum += -couponSensitivity.getEntry(i) * inverseJacobian.getEntry(j, i) * nodeSensitivity.getEntry(j);
        }
        resultList.add(sum);
      }
    }
    return new DoubleMatrix1D(resultList.toDoubleArray());
  }

  // REVIEW: Would work only for one curve? MH:11-Jun-2013
  /**
   * @param curveSensitivities The curve sensitivities, not null
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          sum += inverseJacobian.getEntry(j, i) * nodeSensitivity.getEntry(j);
        }
        resultList.add(sum);
      }
    }
    return new DoubleMatrix1D(resultList.toDoubleArray());
  }

  /**
   * @param curveSensitivities The curve sensitivities, not null
   * @param interpolatedCurves The interpolated curves, not null
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          sum += nodeSensitivity.getEntry(j);
        }
        resultList.add(sum);
      }
    }
    return new DoubleMatrix1D(resultList.toDoubleArray());
  }

}
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