/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.web.server.conversion;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurve;
import com.opengamma.analytics.math.curve.FunctionalDoublesCurve;
import com.opengamma.analytics.math.curve.InterpolatedDoublesCurve;
import com.opengamma.engine.value.ValueSpecification;
/**
*
*/
public class ForwardCurveConverter implements ResultConverter<ForwardCurve> {
@Override
public Object convertForDisplay(ResultConverterCache context, ValueSpecification valueSpec, ForwardCurve value, ConversionMode mode) {
Map<String, Object> result = new HashMap<String, Object>();
if (value.getForwardCurve() instanceof InterpolatedDoublesCurve) {
InterpolatedDoublesCurve interpolatedCurve = (InterpolatedDoublesCurve) value.getForwardCurve();
List<Double[]> data = new ArrayList<Double[]>();
double[] xData = interpolatedCurve.getXDataAsPrimitive();
double[] yData = interpolatedCurve.getYDataAsPrimitive();
for (int i = 0; i < interpolatedCurve.size(); i++) {
data.add(new Double[] {xData[i], yData[i]});
}
result.put("summary", data);
if (mode == ConversionMode.FULL) {
List<Double[]> detailedData = getData(interpolatedCurve);
result.put("detailed", detailedData);
}
return result;
}
if (value.getForwardCurve() instanceof FunctionalDoublesCurve) {
FunctionalDoublesCurve functionalCurve = (FunctionalDoublesCurve) value.getForwardCurve();
List<Double[]> data = new ArrayList<Double[]>();
for (int i = 0; i < 30; i++) {
double x = i;
data.add(new Double[] {x, functionalCurve.getYValue(x)});
}
result.put("summary", data);
if (mode == ConversionMode.FULL) {
List<Double[]> detailedData = getData(functionalCurve);
result.put("detailed", detailedData);
}
return result;
}
result.put("summary", "Can only display InterpolatedDoublesCurve or FunctionalDoublesCurve");
return result;
}
@Override
public Object convertForHistory(ResultConverterCache context, ValueSpecification valueSpec, ForwardCurve value) {
return null;
}
@Override
public String convertToText(ResultConverterCache context, ValueSpecification valueSpec, ForwardCurve value) {
if (value.getForwardCurve() instanceof InterpolatedDoublesCurve) {
StringBuilder sb = new StringBuilder();
InterpolatedDoublesCurve interpolatedCurve = (InterpolatedDoublesCurve) value.getForwardCurve();
double[] xData = interpolatedCurve.getXDataAsPrimitive();
double[] yData = interpolatedCurve.getYDataAsPrimitive();
boolean isFirst = true;
for (int i = 0; i < interpolatedCurve.size(); i++) {
if (isFirst) {
isFirst = false;
} else {
sb.append("; ");
}
sb.append(xData[i]).append("=").append(yData[i]);
}
return sb.length() > 0 ? sb.toString() : null;
} else {
return value.getClass().getSimpleName();
}
}
@Override
public String getFormatterName() {
return "CURVE";
}
private List<Double[]> getData(InterpolatedDoublesCurve detailedCurve) {
List<Double[]> detailedData = new ArrayList<Double[]>();
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[]> getData(FunctionalDoublesCurve detailedCurve) {
List<Double[]> detailedData = new ArrayList<Double[]>();
for (int i = 0; i < 100; i++) {
double x = 3 * i / 10.;
detailedData.add(new Double[]{x, detailedCurve.getYValue(x)});
}
return detailedData;
}
}