/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.timeseries.util;
import org.threeten.bp.LocalDate;
import com.opengamma.timeseries.date.localdate.ImmutableLocalDateDoubleTimeSeries;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
/**
* A data set of time series to be used in testing.
*/
public class TimeSeriesDataSet {
private static final LocalDate[] DATES_2014JAN = new LocalDate[] {
LocalDate.of(2014, 1, 2), LocalDate.of(2014, 1, 3),
LocalDate.of(2014, 1, 6), LocalDate.of(2014, 1, 7), LocalDate.of(2014, 1, 8), LocalDate.of(2014, 1, 9), LocalDate.of(2014, 1, 10),
LocalDate.of(2014, 1, 13), LocalDate.of(2014, 1, 14), LocalDate.of(2014, 1, 15), LocalDate.of(2014, 1, 16), LocalDate.of(2014, 1, 17),
LocalDate.of(2014, 1, 20), LocalDate.of(2014, 1, 21), LocalDate.of(2014, 1, 22), LocalDate.of(2014, 1, 23), LocalDate.of(2014, 1, 24),
LocalDate.of(2014, 1, 27), LocalDate.of(2014, 1, 28), LocalDate.of(2014, 1, 29), LocalDate.of(2014, 1, 30), LocalDate.of(2014, 1, 31) };
private static final Double[] VALUE_GBPLIBOR3M_2014JAN = new Double[] {0.0024285, 0.0023985,
0.0023935, 0.002421, 0.002404, 0.0024165, 0.0024165,
0.002389, 0.0023675, 0.0023785, 0.0023635, 0.002366,
0.002371, 0.002366, 0.002371, 0.002386, 0.0023535,
0.002361, 0.002361, 0.002356, 0.002376, 0.002366};
/** The time series for GBPLIBOR3M in January 2014. */
private static final ImmutableLocalDateDoubleTimeSeries GBPLIBOR3M_2014JAN =
ImmutableLocalDateDoubleTimeSeries.of(DATES_2014JAN, VALUE_GBPLIBOR3M_2014JAN);
/**
* Returns the GBP Ibor 3M index time series for January 2014 up to the endDate (exclusive).
* @param endDate The end date.
* @return The time series.
*/
public static LocalDateDoubleTimeSeries timeSeriesGbpLibor3M2014Jan(LocalDate endDate) {
return GBPLIBOR3M_2014JAN.subSeries(LocalDate.of(2014, 1, 1), endDate);
}
}