Examples of org.apache.commons.math.stat.descriptive.rank.Min.evaluate()

Package org.apache.commons.math.stat.descriptive.rank

Class org.apache.commons.math.stat.descriptive.rank.Min

Examples of org.apache.commons.math.stat.descriptive.rank.Min.evaluate()

org.apache.commons.math.stat.descriptive.rank.Min.evaluate()
Returns the minimum of the entries in the specified portion of the input array, or Double.NaN if the designated subarray is empty.
Throws IllegalArgumentException if the array is null or the array index parameters are not valid.
- The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
- If any of the values equals Double.NEGATIVE_INFINITY, the result is Double.NEGATIVE_INFINITY.
@param values the input array @param begin index of the first array element to include @param length the number of elements to include @return the minimum of the values or Double.NaN if length = 0 @throws IllegalArgumentException if the array is null or the array indexparameters are not valid

      final double bondPriceForward = METHOD_BOND_SEC.dirtyPriceFromCurves(BOND_FUTURE.getDeliveryBasket()[loopbasket], ISSUER_MULTICURVES);
      netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket] + BOND_FUTURE.getDeliveryBasket()[loopbasket].getAccruedInterest());
      assertEquals("Bond future security Discounting Method: netBasis", netBasisExpected[loopbasket], netBasisComputed[loopbasket], 1.0E-10);
    }
    final Min minFunction = new Min();
    final double netBasisMin = minFunction.evaluate(netBasisComputed);
    final double priceFutureFromNetBasis = METHOD_FUT_SEC_DSC.priceFromNetBasis(BOND_FUTURE, ISSUER_MULTICURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis, 1.0E-10);
  }


  @Test

View Full Code Here

      final double bondPriceForward = METHOD_BOND.dirtyPriceFromCurves(BOND_FUTURE.getDeliveryBasket()[loopbasket], ISSUER_MULTICURVES);
      netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket] + BOND_FUTURE.getDeliveryBasket()[loopbasket].getAccruedInterest());
      assertEquals("Bond future security Discounting Method: netBasis", netBasisExpected[loopbasket], netBasisComputed[loopbasket], 1.0E-10);
    }
    final Min minFunction = new Min();
    final double netBasisMin = minFunction.evaluate(netBasisComputed);
    final double priceFutureFromNetBasis = METHOD_FUT_DSC.priceFromNetBasis(BOND_FUTURE, ISSUER_MULTICURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis, 1.0E-10);
  }


  @Test

View Full Code Here

      final double bondPriceForward = METHOD_BOND.dirtyPriceFromCurves(BOND_FUTURE_DERIV.getDeliveryBasket()[loopbasket], CURVES);
      netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket] + BOND_FUTURE_DERIV.getDeliveryBasket()[loopbasket].getAccruedInterest());
      assertEquals("Bond future security Discounting Method: netBasis", netBasisExpected[loopbasket], netBasisComputed[loopbasket], 1.0E-10);
    }
    final Min minFunction = new Min();
    final double netBasisMin = minFunction.evaluate(netBasisComputed);
    final double priceFutureFromNetBasis = METHOD.priceFromNetBasis(BOND_FUTURE_DERIV, CURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis, 1.0E-10);
  }


  @Test

View Full Code Here

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.