List of multiplyBy() Examples

Examples of multiplyBy()

aima.core.probability.CategoricalDistribution.multiplyBy()
Multiplication of this Distribution by a given multiplier, creating a new Distribution representing the product of the two. Note: Is equivalent to pointwise product calculation on factors.

see: AIMA3e Figure 14.10 page 527.

Note: Default Distribution multiplication is not commutative. The reason is because the order of the variables comprising a Distribution dictate the ordering of the values for that distribution. For example (the General case of Baye's rule, AIMA3e pg. 496), using this API method:

P(Y | X) = (P(X | Y)P(Y))/P(X)

is NOT true, due to multiplication of distributions not being commutative. However:

P(Y | X) = (P(Y)P(X | Y))/P(X)

is true, using this API.

The default order of the variable of the Distribution returned is the order of the variables as they are seen, as read from the left to right term, for e.g.:

P(Y)P(X | Y)

would give a Distribution of the following form:
Y, X

i.e. an ordered union of the variables from the two distributions.
To override the default order of the product use multiplyByPOS(). @param multiplier @return a new Distribution representing the product of this and thepassed in multiplier. The order of the variables comprising the product distribution is the ordered union of the left term (this) and the right term (multiplier). @see CategoricalDistribution#multiplyByPOS(CategoricalDistribution,RandomVariable)
cc.mallet.grmm.types.FactorGraph.multiplyBy()
cc.mallet.grmm.types.LogTableFactor.multiplyBy()
com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()
Create a new sensitivity object with all the sensitivities multiplied by a common factor. @param factor The multiplicative factor. @return The multiplied sensitivity.
net.lenkaspace.creeper.vo.CRVector3d.multiplyBy()
org.apache.commons.lang.math.Fraction.multiplyBy()

Multiplies the value of this fraction by another, returning the result in reduced form.
@param fraction the fraction to multiply by, must not be null @return a Fraction instance with the resulting values @throws IllegalArgumentException if the fraction is null @throws ArithmeticException if the resulting numerator or denominator exceedsInteger.MAX_VALUE
org.eigenbase.relopt.RelOptCost.multiplyBy()
Multiplies this cost by a scalar factor. @param factor scalar factor @return scalar product of this and factor

Examples of aima.core.probability.CategoricalDistribution.multiplyBy()

    // <b>P</b>(e<sub>t+1</sub> | X<sub>t+1</sub>)
    CategoricalDistribution s2 = sensorModel.posteriorDistribution(ProbUtil
        .constructConjunction(e_tp1.toArray(new Proposition[e_tp1
            .size()])), Xtp1);


    return s2.multiplyBy(s1).normalize();
  }


  @Override
  public CategoricalDistribution backward(CategoricalDistribution b_kp2t,
      List<AssignmentProposition> e_kp1) {

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Examples of cc.mallet.grmm.types.FactorGraph.multiplyBy()

    Variable[] vars2 = new Variable[]{ vars[1], vars[2] };
    double[] vals2 = new double[] { 0.2, 0.2, 0.8, 0.7, 0, 0.7, 0.3, 0, 0.5 };
    Factor tbl2 = new TableFactor (vars2, vals2);


    FactorGraph fg = new FactorGraph ();
    fg.multiplyBy (tbl1);
    fg.multiplyBy (tbl2);
    System.out.println (fg.dumpToString ());


    GibbsSampler gs = new GibbsSampler (new Randoms (324123), 10);
    gs.sample (fg, 10);  // assert no exception

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Examples of cc.mallet.grmm.types.FactorGraph.multiplyBy()

    double[] vals2 = new double[] { 0.2, 0.2, 0.8, 0.7, 0, 0.7, 0.3, 0, 0.5 };
    Factor tbl2 = new TableFactor (vars2, vals2);


    FactorGraph fg = new FactorGraph ();
    fg.multiplyBy (tbl1);
    fg.multiplyBy (tbl2);
    System.out.println (fg.dumpToString ());


    GibbsSampler gs = new GibbsSampler (new Randoms (324123), 10);
    gs.sample (fg, 10);  // assert no exception
  }

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Examples of cc.mallet.grmm.types.LogTableFactor.multiplyBy()


    for (Iterator it = edge.neighboringParents.iterator (); it.hasNext ();) {
      RegionEdge otherEdge = (RegionEdge) it.next ();
      Factor otherMsg = oldMessages.getMessage (otherEdge.from, otherEdge.to);


      product.multiplyBy (otherMsg);
    }


    for (Iterator it = edge.loopingMessages.iterator (); it.hasNext ();) {
      RegionEdge otherEdge = (RegionEdge) it.next ();
      Factor otherMsg = newMessages.getMessage (otherEdge.from, otherEdge.to);

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Examples of com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()

   * @return The present value curve sensitivity.
   */
  public PresentValueSABRSensitivityDataBundle presentValueSABRSensitivity(final InterestRateFutureOptionMarginTransaction transaction, final SABRInterestRateDataBundle sabrData) {
    PresentValueSABRSensitivityDataBundle securitySensitivity = ((InterestRateFutureOptionMarginSecuritySABRMethod) getSecurityMethod()).priceSABRSensitivity(transaction.getUnderlyingOption(),
        sabrData);
    securitySensitivity = securitySensitivity.multiplyBy(transaction.getQuantity() * transaction.getUnderlyingOption().getUnderlyingFuture().getNotional()
        * transaction.getUnderlyingOption().getUnderlyingFuture().getPaymentAccrualFactor());
    return securitySensitivity;
  }


}

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Examples of com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()

   * @param sabrData The SABR and multi-curves provider.
   * @return The present value curve sensitivity.
   */
  public PresentValueSABRSensitivityDataBundle presentValueSABRSensitivity(final InterestRateFutureOptionMarginTransaction transaction, final SABRSTIRFuturesProviderInterface sabrData) {
    PresentValueSABRSensitivityDataBundle securitySensitivity = getSecurityMethod().priceSABRSensitivity(transaction.getUnderlyingOption(), sabrData);
    securitySensitivity = securitySensitivity.multiplyBy(transaction.getQuantity() * transaction.getUnderlyingOption().getUnderlyingFuture().getNotional()
        * transaction.getUnderlyingOption().getUnderlyingFuture().getPaymentAccrualFactor());
    return securitySensitivity;
  }


}

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Examples of com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()

    PresentValueSABRSensitivityDataBundle cmsCap1SABRSensitivity = _methodCmsCap.presentValueSABRSensitivity(cmsCap1, sabrData);
    PresentValueSABRSensitivityDataBundle cmsCap2SABRSensitivity = _methodCmsCap.presentValueSABRSensitivity(cmsCap2, sabrData);
    cmsCoupon1SABRSensitivity = cmsCoupon1SABRSensitivity.multiplyBy(cmsCoupon1PriceBar);
    cmsCoupon2SABRSensitivity = cmsCoupon2SABRSensitivity.multiplyBy(cmsCoupon2PriceBar);
    cmsCap1SABRSensitivity = cmsCap1SABRSensitivity.multiplyBy(cmsCap1PriceBar);
    cmsCap2SABRSensitivity = cmsCap2SABRSensitivity.multiplyBy(cmsCap2PriceBar);
    PresentValueSABRSensitivityDataBundle result = cmsCoupon1SABRSensitivity;
    result = result.plus(cmsCoupon2SABRSensitivity);
    result = result.plus(cmsCap1SABRSensitivity);
    result = result.plus(cmsCap2SABRSensitivity);
    return result;

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Examples of com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()

  public void presentValueSABRSensitivity() {
    // Swaption sensitivity
    final PresentValueSABRSensitivityDataBundle pvsLongPayer = METHOD_SWPT_SABR.presentValueSABRSensitivity(SWAPTION_LONG_PAYER, SABR_MULTICURVES);
    PresentValueSABRSensitivityDataBundle pvsShortPayer = METHOD_SWPT_SABR.presentValueSABRSensitivity(SWAPTION_SHORT_PAYER, SABR_MULTICURVES);
    // Long/short parity
    pvsShortPayer = pvsShortPayer.multiplyBy(-1.0);
    assertEquals("SwaptionPhysicalFixedIborSABRMethod: presentValueSABRSensitivity", pvsLongPayer.getAlpha(), pvsShortPayer.getAlpha());
    // SABR sensitivity vs finite difference
    final double pvLongPayer = METHOD_SWPT_SABR.presentValue(SWAPTION_LONG_PAYER, SABR_MULTICURVES).getAmount(EUR);
    final double shift = 1.0E-8;
    final DoublesPair expectedExpiryTenor = new DoublesPair(SWAPTION_LONG_PAYER.getTimeToExpiry(), ANNUITY_TENOR_YEAR);

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Examples of com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()

        IS_CAP, FUNDING_CURVE_NAME);
    final SABRInterestRateCorrelationParameters sabrCorrelation = SABRInterestRateCorrelationParameters.from(SABR_PARAMETERS, CORRELATION_FUNCTION);
    final SABRInterestRateDataBundle sabrBundleCor = new SABRInterestRateDataBundle(sabrCorrelation, CURVES);
    final PresentValueSABRSensitivityDataBundle pvssLong = METHOD_CMS_SPREAD.presentValueSABRSensitivity(CMS_CAP_SPREAD, sabrBundleCor);
    PresentValueSABRSensitivityDataBundle pvssShort = METHOD_CMS_SPREAD.presentValueSABRSensitivity(cmsSpreadShort, sabrBundleCor);
    pvssShort = pvssShort.multiplyBy(-1);
    assertEquals("CMS spread: Long/Short parity", pvssLong, pvssShort);
  }


  @Test(enabled = false)
  /**

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Examples of com.opengamma.analytics.financial.interestrate.PresentValueSABRSensitivityDataBundle.multiplyBy()

  public void presentValueSABRSensitivity() {
    // Swaption sensitivity
    final PresentValueSABRSensitivityDataBundle pvsLongPayer = METHOD_EXTRAPOLATION.presentValueSABRSensitivity(SWAPTION_LONG_PAYER_HIGH, SABR_MULTICURVES);
    PresentValueSABRSensitivityDataBundle pvsShortPayer = METHOD_EXTRAPOLATION.presentValueSABRSensitivity(SWAPTION_SHORT_PAYER_HIGH, SABR_MULTICURVES);
    // Long/short parity
    pvsShortPayer = pvsShortPayer.multiplyBy(-1.0);
    assertEquals(pvsLongPayer.getAlpha(), pvsShortPayer.getAlpha());
    // SABR sensitivity vs finite difference
    final double pvLongPayer = METHOD_EXTRAPOLATION.presentValue(SWAPTION_LONG_PAYER_HIGH, SABR_MULTICURVES).getAmount(EUR);
    final DoublesPair expectedExpiryTenor = new DoublesPair(SWAPTION_LONG_PAYER_HIGH.getTimeToExpiry(), ANNUITY_TENOR_YEAR);
    final double shift = 0.000005;

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