Examples of plus()


Examples of com.opengamma.analytics.financial.provider.sensitivity.inflation.MultipleCurrencyInflationSensitivity.plus()

  public MultipleCurrencyInflationSensitivity visitCouponFixed(final CouponFixed coupon, final InflationProviderInterface inflation) {
    MultipleCurrencyMulticurveSensitivity multipleCurrencyMulticurveSensitivity = METHOD_CPN_FIXED.presentValueCurveSensitivity(coupon, inflation.getMulticurveProvider());
    MultipleCurrencyInflationSensitivity multipleCurrencyInflationSensitivity = new MultipleCurrencyInflationSensitivity();
    for (final Currency loopccy : multipleCurrencyMulticurveSensitivity.getCurrencies()) {
      Map<String, List<DoublesPair>> sensitivityPriceCurve = new HashMap<>();
      multipleCurrencyInflationSensitivity.plus(loopccy, InflationSensitivity.of(multipleCurrencyMulticurveSensitivity.getSensitivity(loopccy), sensitivityPriceCurve));
    }
    return multipleCurrencyInflationSensitivity;
  }

  @Override

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity.plus()

    final BlackPriceFunction blackFunction = new BlackPriceFunction();
    final double volatility = blackMulticurves.getBlackParameters().getVolatility(swaption.getTimeToExpiry(), maturity);
    final BlackFunctionData dataBlack = new BlackFunctionData(forwardModified, 1.0, volatility);
    final double[] bsAdjoint = blackFunction.getPriceAdjoint(option, dataBlack);
    MulticurveSensitivity result = pvbpModifiedDr.multipliedBy(bsAdjoint[0]);
    result = result.plus(forwardModifiedDr.multipliedBy(pvbpModified * bsAdjoint[1]));
    if (!swaption.isLong()) {
      result = result.multipliedBy(-1);
    }
    return MultipleCurrencyMulticurveSensitivity.of(swaption.getCurrency(), result);
  }

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity.plus()

  @Override
  public MultipleCurrencyMulticurveSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRCapProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyMulticurveSensitivity pvcs = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pvcs = pvcs.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return pvcs;
  }

  @Override

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyParameterSensitivity.plus()

    ArgumentChecker.notNull(sensitivity, "Sensitivity");
    ArgumentChecker.notNull(fixedCurves, "Fixed Curves");
    ArgumentChecker.notNull(bundle, "Curve bundle");
    MultipleCurrencyParameterSensitivity result = new MultipleCurrencyParameterSensitivity();
    for (final Currency ccy : sensitivity.getCurrencies()) {
      result = result.plus(pointToParameterSensitivity(ccy, sensitivity.getSensitivity(ccy), fixedCurves, bundle));
    }
    return result;
  }

  public MultipleCurrencyParameterSensitivity pointToParameterSensitivity(final Currency ccy, final InterestRateCurveSensitivity sensitivity, final Set<String> fixedCurves,

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.SimpleParameterSensitivity.plus()

        final Double valueBumped = instrument.accept(_valueCalculator, marketDscBumped);
        final Double valueDiff = valueBumped + valueInitMinus;
        sensitivity[loopnode] = valueDiff / _shift;
      }
      final String name = issuercurves.getMulticurveProvider().getName(ccy);
      result = result.plus(name, new DoubleMatrix1D(sensitivity));
    }
    // Forward ON
    final Set<IndexON> indexON = issuercurves.getMulticurveProvider().getIndexesON();
    for (final IndexON index : indexON) {
      final YieldAndDiscountCurve curve = issuercurves.getMulticurveProvider().getCurve(index);

Examples of com.opengamma.util.money.CurrencyAmount.plus()

  public void presentValue() {
    final CurrencyAmount pvTransactionComputed = METHOD_TRANSACTION.presentValue(BILL_TRA, CURVE_BUNDLE);
    CurrencyAmount pvSecurity = METHOD_SECURITY.presentValue(BILL_TRA.getBillPurchased(), CURVE_BUNDLE);
    pvSecurity = pvSecurity.multipliedBy(QUANTITY);
    final double pvSettle = BILL_TRA_DEFINITION.getSettlementAmount() * CURVE_BUNDLE.getCurve(NAME_CURVES[0]).getDiscountFactor(BILL_TRA.getBillPurchased().getSettlementTime());
    assertEquals("Bill Security: discounting method - present value", pvSecurity.plus(pvSettle).getAmount(), pvTransactionComputed.getAmount(), TOLERANCE_PV);
  }

  @Test
  /**
   * Tests the present value: Method vs Calculator

Examples of com.opengamma.util.money.MultipleCurrencyAmount.plus()

  @Override
  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRCapProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyAmount pv = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return pv;
  }

  @Override

Examples of com.sun.codemodel.JVar.plus()

            // to next.
            JVar currentIndex = eval.decl(generator.getModel().INT, "currentIndex" + listNum, JExpr.lit(-1));

            eval._while( //
                currentIndex.lt(desiredIndex) //
                    .cand(list.invoke("next"))).body().assign(currentIndex, currentIndex.plus(JExpr.lit(1)));


            JBlock ifNoVal = eval._if(desiredIndex.ne(currentIndex))._then().block();
            if (out.isOptional()) {
              ifNoVal.assign(out.getIsSet(), JExpr.lit(0));

Examples of de.lmu.ifi.dbs.elki.math.linearalgebra.Vector.plus()

          path.moveTo(p1);
          path.cubicTo(p1.plus(direction2), p2.plus(direction1), p2);
          path.cubicTo(p2.minus(direction1), p3.plus(direction2), p3);
          path.cubicTo(p3.minus(direction2), p4.minus(direction1), p4);
          path.cubicTo(p4.plus(direction1), p1.minus(direction2), p1);
          path.close();

          Element ellipse = path.makeElement(svgp);
          SVGUtil.addCSSClass(ellipse, EMBORDER + cnum);
          if(opacStyle == 1) {

Examples of edu.cmu.sphinx.fst.semiring.Semiring.plus()

            State oldState = newToOldStateMap[s.getId()];
            if (cl[oldState.getId()] != null) {
                for (State pathFinalState : cl[oldState.getId()].keySet()) {
                    State s1 = pathFinalState;
                    if (s1.getFinalWeight() != semiring.zero()) {
                        s.setFinalWeight(semiring.plus(s.getFinalWeight(),
                                semiring.times(getPathWeight(oldState, s1, cl),
                                        s1.getFinalWeight())));
                    }
                    int numArcs = s1.getNumArcs();
                    for (int j = 0; j < numArcs; j++) {
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