/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.curve.interestrate.generator; import java.util.Arrays; import com.opengamma.analytics.financial.interestrate.YieldCurveBundle; import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve; import com.opengamma.analytics.financial.model.interestrate.curve.YieldCurve; import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderInterface; import com.opengamma.analytics.math.curve.InterpolatedDoublesCurve; import com.opengamma.analytics.math.interpolation.Interpolator1D; import com.opengamma.util.ArgumentChecker; /** * Store the details and generate the required curve. The curve is interpolated on the rate (continuously compounded). */ @SuppressWarnings("deprecation") public class GeneratorCurveYieldInterpolatedNode extends GeneratorYDCurve { /** * The nodes (times) on which the interpolated curves is constructed. */ private final double[] _nodePoints; /** * The interpolator used for the curve. */ private final Interpolator1D _interpolator; /** * The number of points (or nodes). Is the length of _nodePoints. */ private final int _nbPoints; /** * Constructor. * @param nodePoints The node points (X) used to define the interpolated curve. * @param interpolator The interpolator. */ public GeneratorCurveYieldInterpolatedNode(final double[] nodePoints, final Interpolator1D interpolator) { ArgumentChecker.notNull(nodePoints, "Node points"); ArgumentChecker.notNull(interpolator, "Interpolator"); _nodePoints = nodePoints; // Check that node points are sorted final double[] nodePointsSorted = nodePoints.clone(); Arrays.sort(nodePointsSorted); ArgumentChecker.isTrue(Arrays.equals(nodePoints, nodePointsSorted), "Node points not sorted"); _nbPoints = _nodePoints.length; _interpolator = interpolator; } @Override public int getNumberOfParameter() { return _nbPoints; } @Override public YieldAndDiscountCurve generateCurve(final String name, final double[] x) { ArgumentChecker.isTrue(x.length == _nbPoints, "Incorrect dimension for the rates"); return new YieldCurve(name, new InterpolatedDoublesCurve(_nodePoints, x, _interpolator, true, name)); } /** * {@inheritDoc} * @deprecated Curve builders that use and populate {@link YieldCurveBundle}s are deprecated. */ @Deprecated @Override public YieldAndDiscountCurve generateCurve(final String name, final YieldCurveBundle bundle, final double[] parameters) { return generateCurve(name, parameters); } @Override public YieldAndDiscountCurve generateCurve(final String name, final MulticurveProviderInterface multicurve, final double[] parameters) { return generateCurve(name, parameters); } }