Example usage for org.apache.commons.lang Validate isTrue

Introduction

In this page you can find the example usage for org.apache.commons.lang Validate isTrue.

Prototype

public static void isTrue(boolean expression, String message)

Source Link

Document

Validate an argument, throwing IllegalArgumentException if the test result is false.

This is used when validating according to an arbitrary boolean expression, such as validating a primitive number or using your own custom validation expression.

 Validate.isTrue( (i > 0), "The value must be greater than zero"); Validate.isTrue( myObject.isOk(), "The object is not OK");

For performance reasons, the message string should not involve a string append, instead use the #isTrue(boolean,String,Object) method.

Usage

From source file:com.opengamma.analytics.financial.model.volatility.smile.function.SABRFormulaData.java

/**
 * // w  w w  . j  ava 2 s  .  com
 * @param parameters Must be 4 parameters in the order alpha, beta, rho, nu
 */
public SABRFormulaData(final double[] parameters) {
    Validate.notNull(parameters, "parameters are null");
    Validate.isTrue(parameters.length == NUM_PARAMETERS, "must be " + NUM_PARAMETERS + " parameters");
    Validate.isTrue(parameters[0] >= 0.0, "alpha must be >= 0.0");
    Validate.isTrue(parameters[1] >= 0.0, "beta must be >= 0.0");
    Validate.isTrue(parameters[2] >= -1 && parameters[2] <= 1, "rho must be between -1 and 1");
    Validate.isTrue(parameters[3] >= 0.0, "nu must be >= 0.0");

    _parameters = new double[NUM_PARAMETERS];
    System.arraycopy(parameters, 0, _parameters, 0, NUM_PARAMETERS);
}

From source file:com.opengamma.analytics.financial.var.EmpiricalDistributionVaRParameters.java

public EmpiricalDistributionVaRParameters(final double horizon, final double periods, final double quantile) {
    Validate.isTrue(horizon > 0, "horizon");
    Validate.isTrue(periods > 0, "periods");
    if (!ArgumentChecker.isInRangeInclusive(0, 1, quantile)) {
        throw new IllegalArgumentException("Quantile must be between 0 and 1");
    }// ww w.  j  a v a 2 s  .c  om
    _percentileCalculator = new PercentileCalculator(1 - quantile);
    _horizon = horizon;
    _periods = periods;
    _quantile = quantile;
    _mult = Math.sqrt(horizon / periods);
}

From source file:com.opengamma.analytics.financial.timeseries.util.TimeSeriesPercentageChangeOperator.java

@Override
public DateDoubleTimeSeries<?> evaluate(DateDoubleTimeSeries<?> ts) {
    Validate.notNull(ts, "time series");
    Validate.isTrue(ts.size() > 1, "time series length must be > 1");
    final int[] times = ts.timesArrayFast();
    final double[] values = ts.valuesArrayFast();
    final int n = times.length;
    final int[] resultTimes = new int[n - 1];
    final double[] percentageChanges = new double[n - 1];
    for (int i = 1; i < n; i++) {
        resultTimes[i - 1] = times[i];//from   ww w . j  a  va2 s  .  c om
        percentageChanges[i - 1] = (values[i] - values[i - 1]) / values[i - 1];
    }
    return ImmutableLocalDateDoubleTimeSeries.of(resultTimes, percentageChanges);
}

From source file:com.opengamma.analytics.math.interpolation.RationalFunctionInterpolator1D.java

public RationalFunctionInterpolator1D(final int degree, double eps) {
    Validate.isTrue(degree > 0, "Need a degree of at least one to perform rational function interpolation");
    _degree = degree;//from  ww w. j a va2 s .  c o  m
    _eps = eps;
}

From source file:com.opengamma.analytics.math.statistics.descriptive.SampleMomentCalculator.java

/**
 * @param n The degree of the moment to calculate, cannot be negative
 */// ww w.j  a v  a2  s .com
public SampleMomentCalculator(final int n) {
    Validate.isTrue(n >= 0, "n must be >= 0");
    _n = n;
}

From source file:com.opengamma.analytics.math.interpolation.BarycentricRationalFunctionInterpolator1D.java

public BarycentricRationalFunctionInterpolator1D(final int degree, double eps) {
    Validate.isTrue(degree > 0, "Cannot perform interpolation with rational functions of degree < 1");
    _degree = degree;/*from  w  ww  .  ja  v  a  2s  .co  m*/
    _eps = eps;
}

From source file:com.opengamma.analytics.math.statistics.descriptive.MeanCalculator.java

/**
 * @param x The array of data, not null or empty
 * @return The arithmetic mean/*from  ww  w .  j  a  v a 2 s .c o  m*/
 */
@Override
public Double evaluate(final double[] x) {
    Validate.notNull(x);
    Validate.isTrue(x.length > 0, "x cannot be empty");
    if (x.length == 1) {
        return x[0];
    }
    double sum = 0;
    for (final Double d : x) {
        sum += d;
    }
    return sum / x.length;
}

From source file:com.opengamma.analytics.math.statistics.descriptive.GeometricMeanCalculator.java

/**
 * @param x The array of data, not null or empty
 * @return The geometric mean//w  w w  .j a  va  2 s. c o  m
 */
@Override
public Double evaluate(final double[] x) {
    Validate.notNull(x, "x");
    Validate.isTrue(x.length > 0, "x cannot be empty");
    final int n = x.length;
    double mult = x[0];
    for (int i = 1; i < n; i++) {
        mult *= x[i];
    }
    return Math.pow(mult, 1. / n);
}

From source file:com.opengamma.analytics.financial.model.option.pricing.analytic.formula.CEVFunctionData.java

public CEVFunctionData(final double f, final double df, final double sigma, final double beta) {
    _forward = f;//from  w ww  .j a v a 2s  . com
    _numeraire = df;
    _volatility = sigma;
    Validate.isTrue(beta >= 0.0, "beta less than zero not supported");
    _beta = beta;
}

From source file:com.opengamma.analytics.financial.model.volatility.smile.function.HestonModelData.java

public HestonModelData(final double[] parameters) {
    Validate.notNull(parameters, "null parameters");
    Validate.isTrue(parameters.length == NUM_PARAMETERS, "number of parameters wrong");
    Validate.isTrue(parameters[0] >= 0.0, "kappa must be >= 0");
    Validate.isTrue(parameters[1] >= 0.0, "theta must be >= 0");
    Validate.isTrue(parameters[2] >= 0.0, "vol0 must be >= 0");
    Validate.isTrue(parameters[3] >= 0.0, "omega must be >= 0");
    Validate.isTrue(parameters[4] >= -1.0 && parameters[4] <= 1.0, "rho must be >= -1 && <= 1");

    _parameters = new double[NUM_PARAMETERS];
    System.arraycopy(parameters, 0, _parameters, 0, NUM_PARAMETERS);
}