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.DoubleArrayList.toDoubleArray()

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

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

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

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

          sum += nodeSensitivity.getEntry(j);
        }
        resultList.add(sum);
      }
    }
    return new DoubleMatrix1D(resultList.toDoubleArray());
  }


}

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

          k.add(strike);
          sigma.add(vol);
        }
      }
    }
    final Surface<Double, Double, Double> surface = InterpolatedDoublesSurface.from(t.toDoubleArray(), k.toDoubleArray(), sigma.toDoubleArray(), _interpolator);
    final VolatilitySurface volatilitySurface = new VolatilitySurface(surface);
    return Collections.singleton(new ComputedValue(_result, volatilitySurface));
  }


  @Override

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

            previousStrip = strip;
            nInstruments++;
          }
        }
        nodesPerCurve.put(curveName, nInstruments);
        curveNodes.put(curveName, nodeTimes.toDoubleArray());
        interpolators.put(curveName, interpolator);
      }
      if (marketValues.size() != totalStrips) {
        s_logger.info("Could not get market values for {}", valuationDate);
        valuationDate = valuationDate.plusDays(1);

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

        final ValueSpecification futurePriceCurveResult = new ValueSpecification(ValueRequirementNames.FUTURE_PRICE_CURVE_DATA,
            target.toSpecification(),
            createValueProperties()
            .with(ValuePropertyNames.CURVE, curveName)
            .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, getInstrumentType()).get());
        final NodalDoublesCurve curve = NodalDoublesCurve.from(xList.toDoubleArray(), prices.toDoubleArray());
        final ComputedValue futurePriceCurveResultValue = new ComputedValue(futurePriceCurveResult, curve);
        return Sets.newHashSet(futurePriceCurveResultValue);
      }


    };

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

      final MultipleYieldCurveFinderDataBundle data = new MultipleYieldCurveFinderDataBundle(derivatives, marketValues.toDoubleArray(), knownCurve, curveNodes,
          interpolators, useFiniteDifference, fxMatrix);
      final NewtonVectorRootFinder rootFinder = new BroydenVectorRootFinder(absoluteTolerance, relativeTolerance, iterations, decomposition);
      final Function1D<DoubleMatrix1D, DoubleMatrix1D> curveCalculator = new MultipleYieldCurveFinderFunction(data, PAR_RATE_CALCULATOR);
      final Function1D<DoubleMatrix1D, DoubleMatrix2D> jacobianCalculator = new MultipleYieldCurveFinderJacobian(data, PAR_RATE_SENSITIVITY_CALCULATOR);
      final double[] fittedYields = rootFinder.getRoot(curveCalculator, jacobianCalculator, new DoubleMatrix1D(initialRatesGuess.toDoubleArray())).getData();
      final YieldCurve curve = YieldCurve.from(InterpolatedDoublesCurve.from(nodeTimes.toDoubleArray(), fittedYields, interpolator));


      domesticCurves.put(valuationDate, curve);
    }
    final Set<ComputedValue> result = new HashSet<>();

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

        final ValueSpecification futurePriceCurveResult = new ValueSpecification(ValueRequirementNames.FUTURE_PRICE_CURVE_DATA,
            target.toSpecification(),
            createValueProperties()
                .with(ValuePropertyNames.CURVE, curveName)
                .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, getInstrumentType()).get());
        final NodalDoublesCurve curve = NodalDoublesCurve.from(xList.toDoubleArray(), prices.toDoubleArray());
        final ComputedValue futurePriceCurveResultValue = new ComputedValue(futurePriceCurveResult, curve);
        return Sets.newHashSet(futurePriceCurveResultValue);
      }


    };

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