com.opengamma.analytics.math.curve.InterpolatedCurveBuildingFunction.java Source code

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Here is the source code for com.opengamma.analytics.math.curve.InterpolatedCurveBuildingFunction.java

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/**
 * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.math.curve;

import java.util.Arrays;
import java.util.LinkedHashMap;
import java.util.Set;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;

/**
 * For a given sets of knot points (x values) for named curves, and corresponding interpolators, produces a function that takes a set
 * of knot values (y values), which is the concatenation of all curve values as a DoubleMatrix1D, and returns a map between curve names
 * and interpolated curves.
 */
public class InterpolatedCurveBuildingFunction {

    private final LinkedHashMap<String, double[]> _knotPoints;
    private final LinkedHashMap<String, Interpolator1D> _interpolators;
    private final int _nNodes;

    public InterpolatedCurveBuildingFunction(final LinkedHashMap<String, double[]> knotPoints,
            LinkedHashMap<String, Interpolator1D> interpolators) {
        Validate.notNull(knotPoints, "null knot points");
        Validate.notNull(interpolators, "null interpolators");
        int count = 0;
        Set<String> names = knotPoints.keySet();
        for (String name : names) {
            int size = knotPoints.get(name).length;
            Validate.isTrue(size > 0, "no knot points for " + name);
            count += size;
        }
        _knotPoints = knotPoints;
        _interpolators = interpolators;
        _nNodes = count;
    }

    public LinkedHashMap<String, InterpolatedDoublesCurve> evaluate(DoubleMatrix1D x) {
        Validate.notNull(x, "null data x");
        Validate.isTrue(_nNodes == x.getNumberOfElements(), "x wrong length");

        LinkedHashMap<String, InterpolatedDoublesCurve> res = new LinkedHashMap<String, InterpolatedDoublesCurve>();
        int index = 0;

        for (final String name : _interpolators.keySet()) {
            final Interpolator1D interpolator = _interpolators.get(name);
            final double[] nodes = _knotPoints.get(name);
            final double[] values = Arrays.copyOfRange(x.getData(), index, index + nodes.length);
            index += nodes.length;
            InterpolatedDoublesCurve curve = InterpolatedDoublesCurve.from(nodes, values, interpolator);
            res.put(name, curve);
        }

        return res;
    }

}