List of toDoubleArray() Examples

Examples of toDoubleArray()

com.humaorie.dollar.ArrayWrapper.DoubleArrayWrapper.toDoubleArray()
com.humaorie.dollar.ArrayWrapper.FloatArrayWrapper.toDoubleArray()
com.humaorie.dollar.ArrayWrapper.IntegerArrayWrapper.toDoubleArray()
com.jacob.com.SafeArray.toDoubleArray()
Retrieves the data from the array cast to a Java data type @return double[] double array contained in this collection
it.unimi.dsi.fastutil.doubles.DoubleAVLTreeSet.toDoubleArray()
it.unimi.dsi.fastutil.doubles.DoubleArrayList.toDoubleArray()
it.unimi.dsi.fastutil.doubles.DoubleLinkedOpenHashSet.toDoubleArray()
it.unimi.dsi.fastutil.doubles.DoubleList.toDoubleArray()
mikera.matrixx.Matrix.toDoubleArray()
org.drools.planner.core.score.Score.toDoubleArray()
Returns an array of doubles representing the Score. When rounding is needed, each rounding should be floored (as defined by {@link Math#floor(double)}.
A greater score level uses a lower array index than a lesser score level. The length of the returned array is stable for a specific Score implementation. For example: -0hard/-7soft returns new double{-0.0, -7.0} @return never null
systole.domain.signals.Segment.toDoubleArray()
@return array of double
weka.core.Instance.toDoubleArray()
Returns the values of each attribute as an array of doubles. @return an array containing all the instance attribute values

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

    final DoubleAVLTreeSet dscTime = new DoubleAVLTreeSet();
    for (int loopcpn = 0; loopcpn < ANNUITY_RATCHET_FIXED.getNumberOfPayments(); loopcpn++) {
      final Coupon cpn = ANNUITY_RATCHET_FIXED.getNthPayment(loopcpn);
      dscTime.add(cpn.getPaymentTime());
    }
    final double[] timesDsc = dscTime.toDoubleArray();
    final List<DoublesPair> pvcsFDDscMC = FDCurveSensitivityCalculator.curveSensitvityFDCalculator(ANNUITY_RATCHET_FIXED, calculator, BUNDLE_HW, CURVES_NAMES[0], timesDsc, 1.0E-2);
    final List<DoublesPair> pvcsADDscMC = pvcsMC.getSensitivities().get(CURVES_NAMES[0]);
    assertSensitivityEquals(pvcsFDDscMC, pvcsADDscMC, deltaTolerancePrice);
    // Fwd curve
    final DoubleAVLTreeSet forwardTime = new DoubleAVLTreeSet();

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

    for (int loopcpn = 1; loopcpn < ANNUITY_RATCHET_FIXED.getNumberOfPayments(); loopcpn++) {
      final CouponIborRatchet cpn = (CouponIborRatchet) ANNUITY_RATCHET_FIXED.getNthPayment(loopcpn);
      forwardTime.add(cpn.getFixingPeriodStartTime());
      forwardTime.add(cpn.getFixingPeriodEndTime());
    }
    final double[] timesFwd = forwardTime.toDoubleArray();
    final List<DoublesPair> pvcsFDFwdMC = FDCurveSensitivityCalculator.curveSensitvityFDCalculator(ANNUITY_RATCHET_FIXED, calculator, BUNDLE_HW, CURVES_NAMES[1], timesFwd, 1.0E-2);
    final List<DoublesPair> pvcsADFwdMC = pvcsMC.getSensitivities().get(CURVES_NAMES[1]);
    assertSensitivityEquals(pvcsFDFwdMC, pvcsADFwdMC, deltaTolerancePrice);
  }

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

    for (int loopcpn = 0; loopcpn < CMS_CAP.getUnderlyingSwap().getSecondLeg().getNumberOfPayments(); loopcpn++) {
      final CouponIbor cpn = (CouponIbor) CMS_CAP.getUnderlyingSwap().getSecondLeg().getNthPayment(loopcpn);
      forwardTime.add(cpn.getFixingPeriodStartTime());
      forwardTime.add(cpn.getFixingPeriodEndTime());
    }
    final double[] nodeTimesForward = forwardTime.toDoubleArray();
    final double[] sensiForwardMethod = SensitivityFiniteDifference.curveSensitivity(capBumpedForward, SABR_BUNDLE, FORWARD_CURVE_NAME, bumpedCurveName, nodeTimesForward, deltaShift, METHOD);
    assertEquals("Sensitivity finite difference method: number of node", nodeTimesForward.length, sensiForwardMethod.length);
    final List<DoublesPair> sensiPvForward = pvcsCap.getSensitivities().get(FORWARD_CURVE_NAME);
    for (int loopnode = 0; loopnode < sensiForwardMethod.length; loopnode++) {
      final DoublesPair pairPv = sensiPvForward.get(loopnode);

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

    discTime.add(capBumpedDisc.getPaymentTime());
    for (int loopcpn = 0; loopcpn < CMS_CAP.getUnderlyingSwap().getSecondLeg().getNumberOfPayments(); loopcpn++) {
      final CouponIbor cpn = (CouponIbor) CMS_CAP.getUnderlyingSwap().getSecondLeg().getNthPayment(loopcpn);
      discTime.add(cpn.getPaymentTime());
    }
    final double[] nodeTimesDisc = discTime.toDoubleArray();
    final double[] sensiDiscMethod = SensitivityFiniteDifference.curveSensitivity(capBumpedDisc, SABR_BUNDLE, FUNDING_CURVE_NAME, bumpedCurveName, nodeTimesDisc, deltaShift, METHOD);
    final List<DoublesPair> sensiPvDisc = pvcsCap.getSensitivities().get(FUNDING_CURVE_NAME);
    for (int loopnode = 0; loopnode < sensiDiscMethod.length; loopnode++) {
      final DoublesPair pairPv = sensiPvDisc.get(loopnode);
      assertEquals("Sensitivity CMS cap/floor pv to forward curve: Node " + loopnode, nodeTimesDisc[loopnode], pairPv.getFirst(), 1E-8);

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

    for (int loopcpn = 0; loopcpn < CMS_FLOOR.getUnderlyingSwap().getSecondLeg().getNumberOfPayments(); loopcpn++) {
      final CouponIbor cpn = (CouponIbor) CMS_FLOOR.getUnderlyingSwap().getSecondLeg().getNthPayment(loopcpn);
      forwardTime.add(cpn.getFixingPeriodStartTime());
      forwardTime.add(cpn.getFixingPeriodEndTime());
    }
    final double[] nodeTimesForward = forwardTime.toDoubleArray();
    final double[] sensiForwardMethod = SensitivityFiniteDifference.curveSensitivity(capBumpedForward, SABR_BUNDLE, FORWARD_CURVE_NAME, bumpedCurveName, nodeTimesForward, deltaShift, METHOD);
    assertEquals("Sensitivity finite difference method: number of node", nodeTimesForward.length, sensiForwardMethod.length);
    final List<DoublesPair> sensiPvForward = pvcsCap.getSensitivities().get(FORWARD_CURVE_NAME);
    for (int loopnode = 0; loopnode < sensiForwardMethod.length; loopnode++) {
      final DoublesPair pairPv = sensiPvForward.get(loopnode);

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

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

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

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

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

    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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