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

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Here is the source code for com.opengamma.analytics.math.surface.NodalSurfaceMultiplicativeShiftFunction.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.ArrayList;
import java.util.Arrays;
import java.util.List;

import org.apache.commons.lang.Validate;

/**
 * Shifts a {@link NodalDoublesSurface}. If the <i>x-y</i> value(s) of the shift(s) are not in the nodal points of the 
 * original surface, then the surface cannot be shifted.
 */
public class NodalSurfaceMultiplicativeShiftFunction implements SurfaceShiftFunction<NodalDoublesSurface> {

    /**
     * {@inheritDoc}
     */
    @Override
    public NodalDoublesSurface evaluate(final NodalDoublesSurface surface, final double percentage) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, percentage, "CONSTANT_MULTIPLIER_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public NodalDoublesSurface evaluate(final NodalDoublesSurface surface, final double percentage,
            final String newName) {
        Validate.notNull(surface, "surface");
        final double[] xData = surface.getXDataAsPrimitive();
        final double[] yData = surface.getYDataAsPrimitive();
        final double[] zData = surface.getZDataAsPrimitive();
        final int n = zData.length;
        final double[] shiftedZ = new double[n];
        for (int i = 0; i < n; i++) {
            shiftedZ[i] = zData[i] * (1 + percentage);
        }
        return NodalDoublesSurface.from(xData, yData, shiftedZ, newName);
    }

    /**
     * {@inheritDoc}
     * @throws IllegalArgumentException If the point to shift is not a nodal point of the surface 
     */
    @Override
    public NodalDoublesSurface evaluate(final NodalDoublesSurface surface, final double x, final double y,
            final double percentage) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, x, y, percentage, "SINGLE_MULTIPLIER_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     * @throws IllegalArgumentException If the point to shift is not a nodal point of the surface 
     */
    @Override
    public NodalDoublesSurface evaluate(final NodalDoublesSurface surface, final double x, final double y,
            final double percentage, final String newName) {
        Validate.notNull(surface, "surface");
        final double[] xData = surface.getXDataAsPrimitive();
        final double[] yData = surface.getYDataAsPrimitive();
        final double[] zData = surface.getZDataAsPrimitive();
        final int n = zData.length;
        for (int i = 0; i < n; i++) {
            if (Double.doubleToLongBits(xData[i]) == Double.doubleToLongBits(x)) {
                if (Double.doubleToLongBits(yData[i]) == Double.doubleToLongBits(y)) {
                    final double[] shiftedZ = Arrays.copyOf(zData, n);
                    shiftedZ[i] *= 1 + percentage;
                    return NodalDoublesSurface.from(xData, yData, shiftedZ, newName);
                }
            }
        }
        throw new IllegalArgumentException("No x-y data in surface for (" + x + ", " + y + ")");
    }

    /**
     * {@inheritDoc}
     * @throws IllegalArgumentException If the points to shift are not nodal points of the surface 
     */
    @Override
    public NodalDoublesSurface evaluate(final NodalDoublesSurface surface, final double[] xShift,
            final double[] yShift, final double[] zShift) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, xShift, yShift, zShift, "MULTIPLE_MULTIPLIER_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     * @throws IllegalArgumentException If the points to shift are not nodal points of the surface 
     */
    @Override
    public NodalDoublesSurface evaluate(final NodalDoublesSurface surface, final double[] xShift,
            final double[] yShift, final double[] percentage, final String newName) {
        Validate.notNull(surface, "surface");
        Validate.notNull(xShift, "x shift");
        Validate.notNull(yShift, "y shift");
        Validate.notNull(percentage, "shifts");
        final int m = xShift.length;
        if (m == 0) {
            return NodalDoublesSurface.from(surface.getXDataAsPrimitive(), surface.getYDataAsPrimitive(),
                    surface.getZDataAsPrimitive(), newName);
        }
        Validate.isTrue(m == yShift.length && m == percentage.length);
        final double[] xData = surface.getXDataAsPrimitive();
        final double[] yData = surface.getYDataAsPrimitive();
        final double[] zData = surface.getZDataAsPrimitive();
        final int n = zData.length;
        final double[] shiftedZ = Arrays.copyOf(zData, n);
        for (int i = 0; i < xShift.length; i++) {
            final double x = xShift[i];
            final List<Integer> indices = new ArrayList<Integer>();
            for (int j = 0; j < n; j++) {
                if (Double.doubleToLongBits(xData[j]) == Double.doubleToLongBits(x)) {
                    indices.add(j);
                }
            }
            if (indices.isEmpty()) {
                throw new IllegalArgumentException("No x data in surface for value " + x);
            }
            boolean foundValue = false;
            for (final int index : indices) {
                if (Double.doubleToLongBits(yData[index]) == Double.doubleToLongBits(yShift[i])) {
                    shiftedZ[index] *= 1 + percentage[i];
                    foundValue = true;
                }
            }
            if (!foundValue) {
                throw new IllegalArgumentException("No x-y data in surface for (" + x + ", " + yShift[i] + ")");
            }
        }
        return NodalDoublesSurface.from(xData, yData, shiftedZ, newName);
    }

}