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.interestrate.FDCurveSensitivityCalculator.java

/**
 * Gives the sensitivity of the some metric of an IRD to a points on a one of the family of curves by finite difference
   * @param ird The Interest Rate Derivative
 * @param calculator This calculates the metric
 * @param curves The family of yield curves
 * @param curveName The name of the curve of interest
 * @param times The times along the curve. <b>Note</b> These should be in ascending order and  be known sensitivity points
 * (or the result will be zero)// w w w .  j av  a 2  s .  c om
 * @param absTol If the absolute value of a sensitivities is below this value it is ignored
 * @return Sensitivities at a given points
 */
public static final List<DoublesPair> curveSensitvityFDCalculator(final InstrumentDerivative ird,
        final InstrumentDerivativeVisitorAdapter<YieldCurveBundle, Double> calculator,
        final YieldCurveBundle curves, final String curveName, final double[] times, final double absTol) {

    Validate.notNull(times, "null times");
    Validate.notNull(ird, "null ird");
    Validate.notNull(calculator, "null calculator");
    Validate.notNull(curves, "null curves");
    Validate.isTrue(times[0] >= 0.0, "t less than 0");
    Validate.isTrue(curves.containsName(curveName), "curveName not in curves");

    final List<DoublesPair> res = new ArrayList<>();
    double oldT = times[0];
    boolean first = true;
    for (final double t : times) {
        if (!first) {
            Validate.isTrue(t > oldT, "times not strictly assending");
        } else {
            first = false;
        }
        final double sense = impFDCalculator(ird, calculator, curves, curveName, t);
        if (Math.abs(sense) > absTol) {
            res.add(new DoublesPair(t, sense));
        }
        oldT = t;
    }
    return res;
}

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

@Override
public DateDoubleTimeSeries<?> evaluate(DateDoubleTimeSeries<?> ts) {
    Validate.notNull(ts, "time series");
    Validate.isTrue(ts.size() > 1, "time series length must be > 1");
    DateDoubleTimeSeries<?> percentageChangeSeries = PERCENTAGE_CHANGE.evaluate(ts);
    int n = percentageChangeSeries.size();
    double[] weightedVariances = new double[n];
    double[] weightedVolatilities = new double[n];
    double oldestPercentageChange = percentageChangeSeries.getEarliestValueFast();
    weightedVariances[0] = oldestPercentageChange * oldestPercentageChange;
    weightedVolatilities[0] = Math.abs(oldestPercentageChange);
    for (int i = 1; i < n; i++) {
        double percentageChange = percentageChangeSeries.getValueAtIndexFast(i);
        weightedVariances[i] = ((1 - _lambda) * percentageChange * percentageChange)
                + (_lambda * weightedVariances[i - 1]);
        weightedVolatilities[i] = Math.sqrt(weightedVariances[i]);
    }//from   www  .  jav a2 s  .  c o  m

    return ImmutableLocalDateDoubleTimeSeries.of(percentageChangeSeries.timesArrayFast(), weightedVolatilities);
}

From source file:com.opengamma.analytics.financial.interestrate.payments.derivative.Coupon.java

/**
 * Constructor of a generic coupon from details.
 * @param currency The payment currency.
 * @param paymentTime Time (in years) up to the payment.
 * @param fundingCurveName Name of the funding curve.
 * @param paymentYearFraction The year fraction (or accrual factor) for the coupon payment.
 * @param notional Coupon notional./*from  w  w w.  j  a  va  2 s.c o m*/
 */
public Coupon(final Currency currency, final double paymentTime, final String fundingCurveName,
        final double paymentYearFraction, final double notional) {
    super(currency, paymentTime, fundingCurveName);
    Validate.isTrue(paymentYearFraction >= 0, "year fraction < 0");
    _paymentYearFraction = paymentYearFraction;
    _notional = notional;
}

From source file:com.relicum.ipsum.Configuration.RankMap.java

/**
 * Gets formatted color formatted player names for tab list based on rank.
 *
 * @param ranks  the ranks//from  ww  w .j  ava2  s.  co  m
 * @param player the player
 * @return the formatted
 */
public static String getFormatted(GameRanks ranks, String player) {
    Validate.isTrue(!(player.length() > 15), "Players name can not be longer than 14 characters");
    if (rankValid(ranks)) {
        System.out.println("The rank of " + ranks.toString() + " has been found");
        return rankMap.get(ranks) + player;
    } else {
        System.out.println("The rank of " + ranks.toString() + " has not been found");
        return rankMap.get(GameRanks.NOOB) + player;
    }
}

From source file:com.opengamma.analytics.financial.interestrate.payments.derivative.CouponFloating.java

/**
 * Constructor from all the details.//from  w  w  w. j a  v a2  s  .  com
 * @param currency The payment currency.
 * @param paymentTime Time (in years) up to the payment.
 * @param fundingCurveName Name of the funding curve.
 * @param paymentYearFraction The year fraction (or accrual factor) for the coupon payment.
 * @param notional Coupon notional.
 * @param fixingTime Time (in years) up to fixing.
 */
public CouponFloating(final Currency currency, final double paymentTime, final String fundingCurveName,
        final double paymentYearFraction, final double notional, final double fixingTime) {
    super(currency, paymentTime, fundingCurveName, paymentYearFraction, notional);
    Validate.isTrue(fixingTime >= 0.0, "fixing time < 0");
    _fixingTime = fixingTime;
}

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

/**
 * @param x The array of data, not null. Must contain at least two data points
 * @return The Pearson second skewness coefficient 
 *///from w w  w . jav a  2  s .c o m
@Override
public Double evaluate(final double[] x) {
    Validate.notNull(x);
    Validate.isTrue(x.length > 1,
            "Need at least two data points to calculate Pearson first skewness coefficient");
    return 3 * (_mean.evaluate(x) - _median.evaluate(x)) / _stdDev.evaluate(x);
}

From source file:com.opengamma.financial.analytics.model.forex.option.black.FXOneLookBarrierOptionBlackVannaFunction.java

@Override
protected Object computeValues(Set<ForexOptionVanilla> vanillaOptions, ForexOptionDataBundle<?> market) {
    Validate.isTrue(market instanceof SmileDeltaTermStructureDataBundle,
            "FXOneLookBarrierOptionBlackVannaFunction requires a Vol surface with a smile.");
    double sum = 0.0;
    for (ForexOptionVanilla derivative : vanillaOptions) {
        final CurrencyAmount vannaCcy = METHOD.vanna(derivative, market);
        sum += vannaCcy.getAmount();/*from w w w .  j a  va 2  s. c o  m*/
    }
    return sum;
}

From source file:com.opengamma.financial.analytics.model.forex.option.black.FXOneLookBarrierOptionBlackVommaFunction.java

@Override
protected Object computeValues(Set<ForexOptionVanilla> vanillaOptions, ForexOptionDataBundle<?> market) {
    Validate.isTrue(market instanceof SmileDeltaTermStructureDataBundle,
            "FXOneLookBarrierOptionBlackVommaFunction requires a Vol surface with a smile.");
    double sum = 0.0;
    for (ForexOptionVanilla derivative : vanillaOptions) {
        final CurrencyAmount vommaCcy = METHOD.vomma(derivative, market);
        sum += vommaCcy.getAmount();/* www. j  a va  2s.  c  o m*/
    }
    return sum;
}

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

/**
 * @param x The array of data, not null. Must contain at least two data points
 * @return The Pearson first skewness coefficient 
 *//*from w  w  w. ja  va2s.  co m*/
@Override
public Double evaluate(final double[] x) {
    Validate.notNull(x);
    Validate.isTrue(x.length > 1,
            "Need at least two data points to calculate Pearson first skewness coefficient");
    return 3 * (MEAN.evaluate(x) - MODE.evaluate(x)) / STD_DEV.evaluate(x);
}

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

/**
 * @param x The array of data, not null. Must contain at least four data points.
 * @return The sample Fisher kurtosis/*  ww w . j a  v a 2 s .c o  m*/
 */
@Override
public Double evaluate(final double[] x) {
    Validate.notNull(x, "x");
    Validate.isTrue(x.length >= 4, "Need at least four points to calculate kurtosis");
    double sum = 0;
    final double mean = MEAN.evaluate(x);
    double variance = 0;
    for (final Double d : x) {
        final double diff = d - mean;
        final double diffSq = diff * diff;
        variance += diffSq;
        sum += diffSq * diffSq;
    }
    final int n = x.length;
    final double n1 = n - 1;
    final double n2 = n1 - 1;
    variance /= n1;
    return n * (n + 1.) * sum / (n1 * n2 * (n - 3.) * variance * variance) - 3 * n1 * n1 / (n2 * (n - 3.));
}