com.opengamma.analytics.math.surface.InterpolatedFromCurvesSurfaceAdditiveShiftFunction.java Source code

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Here is the source code for com.opengamma.analytics.math.surface.InterpolatedFromCurvesSurfaceAdditiveShiftFunction.java

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

import java.util.Arrays;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.curve.Curve;
import com.opengamma.analytics.math.curve.CurveShiftFunctionFactory;

/**
 * Shifts an {@link InterpolatedFromCurvesSurfaceAdditiveShiftFunction}. If an <i>x</i> (<i>y</i>) shift does not coincide with the one of the <i>x</i> (<i>y</i>) values 
 * of the intersection of the curves with the axis, an exception is thrown.
 */
public class InterpolatedFromCurvesSurfaceAdditiveShiftFunction
        implements SurfaceShiftFunction<InterpolatedFromCurvesDoublesSurface> {

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

    /**
     * {@inheritDoc}
     */
    @SuppressWarnings("unchecked")
    @Override
    public InterpolatedFromCurvesDoublesSurface evaluate(final InterpolatedFromCurvesDoublesSurface surface,
            final double shift, final String newName) {
        Validate.notNull(surface, "surface");
        final boolean xzCurves = surface.isXZCurves();
        final double[] points = surface.getPoints();
        final Curve<Double, Double>[] curves = surface.getCurves();
        final int n = curves.length;
        final Curve<Double, Double>[] newCurves = new Curve[curves.length];
        for (int i = 0; i < n; i++) {
            newCurves[i] = CurveShiftFunctionFactory.getShiftedCurve(curves[i], shift);
        }
        return InterpolatedFromCurvesDoublesSurface.from(xzCurves, points, newCurves, surface.getInterpolator(),
                newName);
    }

    /**
     * {@inheritDoc}
     * @throws UnsupportedOperationException If the <i>x</i> (<i>y</i>) position of the shift does not coincide with one of the <i>x</i> (<i>y</i>) intersections 
     * of the curves with the axis
     */

    @Override
    public InterpolatedFromCurvesDoublesSurface evaluate(final InterpolatedFromCurvesDoublesSurface surface,
            final double x, final double y, final double shift) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, x, y, shift, "SINGLE_SHIFT_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     * @throws UnsupportedOperationException If the <i>x</i> (<i>y</i>) position of the shift does not coincide with one of the <i>x</i> (<i>y</i>) intersections 
     * of the curves with the axis
     */
    @Override
    public InterpolatedFromCurvesDoublesSurface evaluate(final InterpolatedFromCurvesDoublesSurface surface,
            final double x, final double y, final double shift, final String newName) {
        Validate.notNull(surface, "surface");
        final boolean xzCurves = surface.isXZCurves();
        final double[] points = surface.getPoints();
        if (xzCurves) {
            final int index = Arrays.binarySearch(points, y);
            final Curve<Double, Double>[] curves = surface.getCurves();
            if (index >= 0) {
                final Curve<Double, Double>[] newCurves = Arrays.copyOf(surface.getCurves(), points.length);
                newCurves[index] = CurveShiftFunctionFactory.getShiftedCurve(curves[index], x, shift);
                return InterpolatedFromCurvesDoublesSurface.fromSorted(xzCurves, points, newCurves,
                        surface.getInterpolator(), newName);
            }
            throw new UnsupportedOperationException(
                    "Cannot get shift for y-value not in original list of curves: asked for " + y);
        }
        final int index = Arrays.binarySearch(points, x);
        final Curve<Double, Double>[] curves = surface.getCurves();
        if (index >= 0) {
            final Curve<Double, Double>[] newCurves = Arrays.copyOf(surface.getCurves(), points.length);
            newCurves[index] = CurveShiftFunctionFactory.getShiftedCurve(curves[index], y, shift);
            return InterpolatedFromCurvesDoublesSurface.fromSorted(xzCurves, points, newCurves,
                    surface.getInterpolator(), newName);
        }
        throw new UnsupportedOperationException(
                "Cannot get shift for x-value not in original list of curves: asked for " + x);
    }

    /**
     * {@inheritDoc}
     * @throws UnsupportedOperationException If the <i>x</i> (<i>y</i>) positions of the shifts do not coincide with one of the <i>x</i> (<i>y</i>) intersections 
     * of the curves with the axis
     */
    @Override
    public InterpolatedFromCurvesDoublesSurface evaluate(final InterpolatedFromCurvesDoublesSurface surface,
            final double[] xShift, final double[] yShift, final double[] shift) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, xShift, yShift, shift, "MULTIPLE_SHIFT_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     * @throws UnsupportedOperationException If the <i>x</i> (<i>y</i>) positions of the shifts do not coincide with one of the <i>x</i> (<i>y</i>) intersections 
     * of the curves with the axis
     */
    @Override
    public InterpolatedFromCurvesDoublesSurface evaluate(final InterpolatedFromCurvesDoublesSurface surface,
            final double[] xShift, final double[] yShift, final double[] shift, final String newName) {
        Validate.notNull(surface, "surface");
        Validate.notNull(xShift, "x shifts");
        Validate.notNull(yShift, "y shifts");
        Validate.notNull(shift, "shifts");
        final int n = xShift.length;
        if (n == 0) {
            return InterpolatedFromCurvesDoublesSurface.from(surface.isXZCurves(), surface.getPoints(),
                    surface.getCurves(), surface.getInterpolator(), newName);
        }
        Validate.isTrue(n == yShift.length && n == shift.length);
        final boolean xzCurves = surface.isXZCurves();
        final double[] points = surface.getPoints();
        if (xzCurves) {
            final Curve<Double, Double>[] newCurves = Arrays.copyOf(surface.getCurves(), points.length);
            for (int i = 0; i < n; i++) {
                final int index = Arrays.binarySearch(points, yShift[i]);
                boolean foundValue = false;
                if (index >= 0) {
                    newCurves[index] = CurveShiftFunctionFactory.getShiftedCurve(newCurves[index], xShift[i],
                            shift[i]);
                    foundValue = true;
                }
                if (!foundValue) {
                    throw new UnsupportedOperationException(
                            "Cannot get shift for y-value not in original list of curves: asked for " + yShift[i]);
                }
            }
            return InterpolatedFromCurvesDoublesSurface.fromSorted(xzCurves, points, newCurves,
                    surface.getInterpolator(), newName);
        }
        final Curve<Double, Double>[] newCurves = Arrays.copyOf(surface.getCurves(), points.length);
        for (int i = 0; i < n; i++) {
            final int index = Arrays.binarySearch(points, xShift[i]);
            boolean foundValue = false;
            if (index >= 0) {
                newCurves[index] = CurveShiftFunctionFactory.getShiftedCurve(newCurves[index], yShift[i], shift[i]);
                foundValue = true;
            }
            if (!foundValue) {
                throw new UnsupportedOperationException(
                        "Cannot get shift for x-value not in original list of curves: asked for " + xShift[i]);
            }
        }
        return InterpolatedFromCurvesDoublesSurface.fromSorted(xzCurves, points, newCurves,
                surface.getInterpolator(), newName);
    }
}