/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.schedule;
import java.util.Collections;
import java.util.List;
import java.util.Set;
import org.threeten.bp.LocalDate;
import com.google.common.collect.Lists;
import com.google.common.collect.Sets;
import com.opengamma.timeseries.date.DateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
import com.opengamma.util.ArgumentChecker;
public class NoPaddingTimeSeriesSamplingFunction implements TimeSeriesSamplingFunction {
@Override
public LocalDateDoubleTimeSeries getSampledTimeSeries(DateDoubleTimeSeries<?> ts, LocalDate[] schedule) {
ArgumentChecker.notNull(ts, "time series");
ArgumentChecker.notNull(schedule, "schedule");
LocalDateDoubleTimeSeries localDateTS = ImmutableLocalDateDoubleTimeSeries.of(ts);
Set<LocalDate> timeSeriesSet = Sets.newHashSet(localDateTS.times());
Set<LocalDate> scheduleSet = Sets.newHashSet(schedule);
List<LocalDate> scheduledDates = Lists.newArrayList(Sets.intersection(scheduleSet, timeSeriesSet));
Collections.sort(scheduledDates);
List<Double> scheduledData = Lists.newArrayList();
for (LocalDate localDate : scheduledDates) {
scheduledData.add(localDateTS.getValue(localDate));
}
return ImmutableLocalDateDoubleTimeSeries.of(scheduledDates, scheduledData);
}
}