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

Introduction

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

Source

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.math.curve;

import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;

import org.apache.commons.lang.Validate;

/**
 * Shifts an {@link InterpolatedDoublesCurve}. If the <i>x</i> value(s) of the shift(s) are not in the nodal points of the 
 * original curve, they are added (with shift) to the nodal points of the new curve. 
 */
public class InterpolatedCurveShiftFunction implements CurveShiftFunction<InterpolatedDoublesCurve> {

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesCurve evaluate(final InterpolatedDoublesCurve curve, final double shift) {
        Validate.notNull(curve, "curve");
        return evaluate(curve, shift, "PARALLEL_SHIFT_" + curve.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesCurve evaluate(final InterpolatedDoublesCurve curve, final double shift,
            final String newName) {
        Validate.notNull(curve, "curve");
        final double[] xData = curve.getXDataAsPrimitive();
        final double[] yData = curve.getYDataAsPrimitive();
        final double[] shiftedY = new double[yData.length];
        int i = 0;
        for (final double y : yData) {
            shiftedY[i++] = y + shift;
        }
        return InterpolatedDoublesCurve.fromSorted(xData, shiftedY, curve.getInterpolator(), newName);
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesCurve evaluate(final InterpolatedDoublesCurve curve, final double x,
            final double shift) {
        Validate.notNull(curve, "curve");
        return evaluate(curve, x, shift, "SINGLE_SHIFT_" + curve.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesCurve evaluate(final InterpolatedDoublesCurve curve, final double x,
            final double shift, final String newName) {
        Validate.notNull(curve, "curve");
        final double[] xData = curve.getXDataAsPrimitive();
        final double[] yData = curve.getYDataAsPrimitive();
        final int n = xData.length;
        final int index = Arrays.binarySearch(xData, x);
        if (index >= 0) {
            final double[] shiftedY = Arrays.copyOf(curve.getYDataAsPrimitive(), n);
            shiftedY[index] += shift;
            return InterpolatedDoublesCurve.fromSorted(xData, shiftedY, curve.getInterpolator(), newName);
        }
        final double[] newX = new double[n + 1];
        final double[] newY = new double[n + 1];
        for (int i = 0; i < n; i++) {
            newX[i] = xData[i];
            newY[i] = yData[i];
        }
        newX[n] = x;
        newY[n] = curve.getYValue(x) + shift;
        return InterpolatedDoublesCurve.from(newX, newY, curve.getInterpolator(), newName);
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesCurve evaluate(final InterpolatedDoublesCurve curve, final double[] xShift,
            final double[] yShift) {
        Validate.notNull(curve, "curve");
        return evaluate(curve, xShift, yShift, "MULTIPLE_POINT_SHIFT_" + curve.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesCurve evaluate(final InterpolatedDoublesCurve curve, final double[] xShift,
            final double[] yShift, final String newName) {
        Validate.notNull(curve, "curve");
        Validate.notNull(xShift, "x shifts");
        Validate.notNull(yShift, "y shifts");
        Validate.isTrue(xShift.length == yShift.length);
        if (xShift.length == 0) {
            return InterpolatedDoublesCurve.from(curve.getXDataAsPrimitive(), curve.getYDataAsPrimitive(),
                    curve.getInterpolator(), newName);
        }
        final List<Double> newX = new ArrayList<Double>(Arrays.asList(curve.getXData()));
        final List<Double> newY = new ArrayList<Double>(Arrays.asList(curve.getYData()));
        for (int i = 0; i < xShift.length; i++) {
            final int index = newX.indexOf(xShift[i]);
            if (index >= 0) {
                newY.set(index, newY.get(index) + yShift[i]);
            } else {
                newX.add(xShift[i]);
                newY.add(curve.getYValue(xShift[i]) + yShift[i]);
            }
        }
        return InterpolatedDoublesCurve.from(newX, newY, curve.getInterpolator(), newName);
    }

}