/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.web.analytics.formatting;
import java.util.ArrayList;
import java.util.List;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import com.google.common.collect.Lists;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurve;
import com.opengamma.analytics.math.curve.Curve;
import com.opengamma.analytics.math.curve.FunctionalDoublesCurve;
import com.opengamma.analytics.math.curve.InterpolatedDoublesCurve;
import com.opengamma.engine.value.ValueSpecification;
/**
*
*/
/* package */ class ForwardCurveFormatter extends AbstractFormatter<ForwardCurve> {
private static final Logger s_logger = LoggerFactory.getLogger(ForwardCurveFormatter.class);
/* package */ ForwardCurveFormatter() {
super(ForwardCurve.class);
addFormatter(new Formatter<ForwardCurve>(Format.EXPANDED) {
@Override
Object format(ForwardCurve value, ValueSpecification valueSpec, Object inlineKey) {
return formatExpanded(value);
}
});
}
@Override
public List<Double[]> formatCell(ForwardCurve value, ValueSpecification valueSpec, Object inlineKey) {
List<Double[]> data = new ArrayList<Double[]>();
if (value.getForwardCurve() instanceof InterpolatedDoublesCurve) {
InterpolatedDoublesCurve interpolatedCurve = (InterpolatedDoublesCurve) value.getForwardCurve();
double[] xData = interpolatedCurve.getXDataAsPrimitive();
double[] yData = interpolatedCurve.getYDataAsPrimitive();
for (int i = 0; i < interpolatedCurve.size(); i++) {
data.add(new Double[] {xData[i], yData[i]});
}
return data;
} else if (value.getForwardCurve() instanceof FunctionalDoublesCurve) {
FunctionalDoublesCurve functionalCurve = (FunctionalDoublesCurve) value.getForwardCurve();
for (int i = 0; i < 30; i++) {
double x = i;
data.add(new Double[] {x, functionalCurve.getYValue(x)});
}
return data;
} else {
s_logger.warn("Can't format forward curve of type {}", value.getForwardCurve().getClass());
return null;
}
}
private List<Double[]> formatExpanded(ForwardCurve value) {
Curve<Double, Double> forwardCurve = value.getForwardCurve();
if (forwardCurve instanceof FunctionalDoublesCurve) {
return formatFunctionalDoubleCurve((FunctionalDoublesCurve) forwardCurve);
} else if (forwardCurve instanceof InterpolatedDoublesCurve) {
return formatInterpolatedDoubleCurve((InterpolatedDoublesCurve) forwardCurve);
}
throw new IllegalArgumentException("Unable to format forward curve of type " + forwardCurve.getClass().getName());
}
private List<Double[]> formatInterpolatedDoubleCurve(InterpolatedDoublesCurve detailedCurve) {
List<Double[]> detailedData = Lists.newArrayList();
Double[] xs = detailedCurve.getXData();
double eps = (xs[xs.length - 1] - xs[0]) / 100;
double x = 0;
for (int i = 0; i < 100; i++) {
detailedData.add(new Double[]{x, detailedCurve.getYValue(x)});
x += eps;
}
return detailedData;
}
private List<Double[]> formatFunctionalDoubleCurve(FunctionalDoublesCurve detailedCurve) {
List<Double[]> detailedData = Lists.newArrayList();
for (int i = 0; i < 100; i++) {
double x = 3 * i / 10.;
detailedData.add(new Double[]{x, detailedCurve.getYValue(x)});
}
return detailedData;
}
@Override
public DataType getDataType() {
return DataType.CURVE;
}
}