List of usage examples for org.apache.commons.lang Validate notNull
public static void notNull(Object object, String message)
Validate an argument, throwing IllegalArgumentException if the argument is null.
Validate.notNull(myObject, "The object must not be null");
From source file:com.opengamma.analytics.financial.interestrate.capletstripping.CapFloorDecomposer.java
public static SimpleOptionData[] toOptions(final CapFloorIbor[] caplets, final YieldCurveBundle ycb) { Validate.noNullElements(caplets, "null caplets"); Validate.notNull(ycb, "null yield curves"); final int n = caplets.length; SimpleOptionData[] options = new SimpleOptionData[n]; for (int i = 0; i < n; i++) { final YieldAndDiscountCurve discountCurve = ycb.getCurve(caplets[i].getFundingCurveName()); double fwd = caplets[i].accept(PRC, ycb); double t = caplets[i].getFixingTime(); // Vol is at fixing time, discounting from payment. This included the year fraction double df = discountCurve.getDiscountFactor(caplets[i].getPaymentTime()) * caplets[i].getPaymentYearFraction(); options[i] = new SimpleOptionData(fwd, caplets[i].getStrike(), t, df, caplets[i].isCap()); }/*from w w w . j a v a 2 s .co m*/ return options; }
From source file:com.googlecode.markuputils.MarkupUtils.java
private static <T extends Appendable & CharSequence> void append(T buffer, String appending) { Validate.notNull(buffer, "buffer cannot be null"); try {//from w ww .jav a 2 s . c om buffer.append(appending); } catch (IOException e) { throw new RuntimeException(e); } }
From source file:net.daboross.bukkitdev.skywars.api.translations.SkyTrans.java
/** * Gets the translation for the given key and the given arguments. * * @param key The key to search for a translation of. * @param args The arguments to apply to the translation. * @return The final message to be given in game. *///from w w w . ja va 2 s . co m public static String get(TransKey key, Object... args) { Validate.notNull(key, "Key cannot be null"); if (instance == null) { return "translation-not-found[" + key.key + "]"; } if (key.args == 0) { return instance.get(key); } else if (key.args > args.length) { throw new IllegalArgumentException("Not enough args for key " + key.key); } else if (key.args < args.length) { throw new IllegalArgumentException("Too many args for key " + key.key); } else { String format = instance.get(key); try { return String.format(format, args); } catch (IllegalFormatException ex) { SkyStatic.getLogger().log(Level.SEVERE, "Translation format error. Key is '" + key.key + ", format string is '" + format + "', stacktrace:", ex); return String.format("invalid-message-format[%s][%s]", key.key, format); } } }
From source file:com.opengamma.analytics.math.statistics.descriptive.LognormalSkewnessFromVolatilityCalculator.java
@Override public Double evaluate(final Double sigma, final Double t) { Validate.notNull(sigma, "sigma"); Validate.notNull(t, "t"); final double y = Math.sqrt(Math.exp(sigma * sigma * t) - 1); return y * (3 + y * y); }
From source file:com.opengamma.analytics.math.statistics.descriptive.LognormalFisherKurtosisFromVolatilityCalculator.java
@Override public Double evaluate(final Double sigma, final Double t) { Validate.notNull(sigma, "sigma"); Validate.notNull(t, "t"); final double y = Math.sqrt(Math.exp(sigma * sigma * t) - 1); final double y2 = y * y; return y2 * (16 + y2 * (15 + y2 * (6 + y2))); }
From source file:com.opengamma.analytics.financial.sensitivity.ValueGreek.java
public ValueGreek(final Greek underlyingGreek) { Validate.notNull(underlyingGreek, "underlying greek"); _underlyingGreek = underlyingGreek; }
From source file:com.opengamma.examples.convention.SyntheticJPConventions.java
public static synchronized void addFixedIncomeInstrumentConventions( final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360"); final DayCount act365 = DayCountFactory.INSTANCE.getDayCount("Actual/365"); final Frequency annual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.ANNUAL_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final ExternalId jp = ExternalSchemes.financialRegionId("JP"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(/*from w w w. j a v a 2 s . co m*/ ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP7D"), simpleNameSecurityId("JPY LIBOR 1w")), "JPY LIBOR 1w", act360, following, Period.ofDays(7), 2, false, jp); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP14D"), simpleNameSecurityId("JPY LIBOR 2w")), "JPY LIBOR 2w", act360, following, Period.ofDays(14), 2, false, jp); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP1M"), simpleNameSecurityId("JPY LIBOR 1m")), "JPY LIBOR 1m", act360, following, Period.ofMonths(1), 2, false, jp); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP2M"), simpleNameSecurityId("JPY LIBOR 2m")), "JPY LIBOR 2m", act360, following, Period.ofMonths(2), 2, false, jp); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP3M"), simpleNameSecurityId("JPY LIBOR 3m")), "JPY LIBOR 3m", act360, following, Period.ofMonths(3), 2, false, jp); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP6M"), simpleNameSecurityId("JPY LIBOR 6m")), "JPY LIBOR 6m", act360, following, Period.ofMonths(6), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYLIBORP12M")), "JPY LIBOR 12m", act360, following, Period.ofMonths(12), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP1D")), "JPYCASHP1D", act360, following, Period.ofDays(1), 0, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP2D")), "JPYCASHP2D", act360, following, Period.ofDays(2), 0, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP1M")), "JPYCASHP1M", act360, modified, Period.ofMonths(1), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP2M")), "JPYCASHP2M", act360, modified, Period.ofMonths(2), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP3M")), "JPYCASHP3M", act360, modified, Period.ofMonths(3), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP4M")), "JPYCASHP4M", act360, modified, Period.ofMonths(4), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP5M")), "JPYCASHP5M", act360, modified, Period.ofMonths(5), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP6M")), "JPYCASHP6M", act360, modified, Period.ofMonths(6), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP7M")), "JPYCASHP7M", act360, modified, Period.ofMonths(7), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP8M")), "JPYCASHP8M", act360, modified, Period.ofMonths(8), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP9M")), "JPYCASHP9M", act360, modified, Period.ofMonths(9), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP10M")), "JPYCASHP10M", act360, modified, Period.ofMonths(10), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP11M")), "JPYCASHP11M", act360, modified, Period.ofMonths(11), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("JPYCASHP12M")), "JPYCASHP12M", act360, modified, Period.ofMonths(12), 2, false, jp); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("JPY_SWAP")), "JPY_SWAP", act365, modified, semiAnnual, 2, jp, act360, modified, semiAnnual, 2, simpleNameSecurityId("JPY LIBOR 6m"), jp, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("JPY_3M_SWAP")), "JPY_3M_SWAP", act365, modified, semiAnnual, 2, jp, act360, modified, quarterly, 2, simpleNameSecurityId("JPY LIBOR 3m"), jp, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("JPY_6M_SWAP")), "JPY_6M_SWAP", act365, modified, semiAnnual, 2, jp, act360, modified, semiAnnual, 2, simpleNameSecurityId("JPY LIBOR 6m"), jp, true); final Integer publicationLag = 0; utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("TONAR"), simpleNameSecurityId("JPY TONAR")), "JPY TONAR", act365, following, Period.ofDays(1), 2, false, jp, publicationLag); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("JPY_OIS_SWAP")), "JPY_OIS_SWAP", act365, modified, annual, 2, jp, act365, modified, annual, 2, simpleNameSecurityId("JPY TONAR"), jp, true, publicationLag); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("JPY_3M_FRA")), "JPY_3M_FRA", act365, modified, semiAnnual, 2, jp, act360, modified, quarterly, 2, simpleNameSecurityId("JPY LIBOR 3m"), jp, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("JPY_6M_FRA")), "JPY_6M_FRA", act365, modified, semiAnnual, 2, jp, act360, modified, semiAnnual, 2, simpleNameSecurityId("JPY LIBOR 6m"), jp, true); }
From source file:com.opengamma.examples.convention.SyntheticCHConventions.java
public static synchronized void addFixedIncomeInstrumentConventions( final ConventionBundleMaster conventionMaster) { Validate.notNull(conventionMaster, "convention master"); final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Modified Following"); final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE .getBusinessDayConvention("Following"); final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360"); final DayCount thirty360 = DayCountFactory.INSTANCE.getDayCount("30/360"); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency annual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.ANNUAL_NAME); final ExternalId ch = ExternalSchemes.financialRegionId("CH"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); utils.addConventionBundle(/*from w ww . j a v a 2 s .c o m*/ ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP7D"), simpleNameSecurityId("CHF LIBOR 7d")), "CHF LIBOR 7d", act360, following, Period.ofDays(7), 2, false, ch); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP14D"), simpleNameSecurityId("CHF LIBOR 14d")), "CHF LIBOR 14d", act360, following, Period.ofDays(14), 2, false, ch); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP1M"), simpleNameSecurityId("CHF LIBOR 1m")), "CHF LIBOR 1m", act360, following, Period.ofMonths(1), 2, false, ch); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP2M"), simpleNameSecurityId("CHF LIBOR 2m")), "CHF LIBOR 2m", act360, following, Period.ofMonths(2), 2, false, ch); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP3M"), simpleNameSecurityId("CHF LIBOR 3m")), "CHF LIBOR 3m", act360, following, Period.ofMonths(3), 2, false, ch); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP6M"), simpleNameSecurityId("CHF LIBOR 6m")), "CHF LIBOR 6m", act360, following, Period.ofMonths(6), 2, false, ch); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("CHFLIBORP12M"), simpleNameSecurityId("CHF LIBOR 12m")), "CHF LIBOR 6m", act360, following, Period.ofMonths(12), 2, false, ch); //Identifiers for external data utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP1D")), "CHFCASHP1D", act360, following, Period.ofDays(1), 0, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP2D")), "CHFCASHP2D", act360, following, Period.ofDays(2), 0, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP1M")), "CHFCASHP1M", act360, modified, Period.ofMonths(1), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP2M")), "CHFCASHP2M", act360, modified, Period.ofMonths(2), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP3M")), "CHFCASHP3M", act360, modified, Period.ofMonths(3), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP4M")), "CHFCASHP4M", act360, modified, Period.ofMonths(4), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP5M")), "CHFCASHP5M", act360, modified, Period.ofMonths(5), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP6M")), "CHFCASHP6M", act360, modified, Period.ofMonths(6), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP7M")), "CHFCASHP7M", act360, modified, Period.ofMonths(7), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP8M")), "CHFCASHP8M", act360, modified, Period.ofMonths(8), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP9M")), "CHFCASHP9M", act360, modified, Period.ofMonths(9), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP10M")), "CHFCASHP10M", act360, modified, Period.ofMonths(10), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP11M")), "CHFCASHP11M", act360, modified, Period.ofMonths(11), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("CHFCASHP12M")), "CHFCASHP12M", act360, modified, Period.ofMonths(12), 2, false, ch); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CHF_SWAP")), "CHF_SWAP", thirty360, modified, annual, 2, ch, act360, modified, semiAnnual, 2, simpleNameSecurityId("CHF LIBOR 6m"), ch, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CHF_3M_SWAP")), "CHF_3M_SWAP", thirty360, modified, annual, 2, ch, act360, modified, quarterly, 2, simpleNameSecurityId("CHF LIBOR 3m"), ch, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CHF_6M_SWAP")), "CHF_6M_SWAP", thirty360, modified, annual, 2, ch, act360, modified, semiAnnual, 2, simpleNameSecurityId("CHF LIBOR 6m"), ch, true); final Integer publicationLagON = 0; utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("TOISTOIS"), simpleNameSecurityId("CHF TOISTOIS")), "CHF TOISTOIS", act360, following, Period.ofDays(1), 2, false, ch, publicationLagON); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CHF_OIS_SWAP")), "CHF_OIS_SWAP", act360, modified, annual, 2, ch, act360, modified, annual, 2, simpleNameSecurityId("CHF TOISTOIS"), ch, true, publicationLagON); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CHF_3M_FRA")), "CHF_3M_FRA", thirty360, modified, annual, 2, ch, act360, modified, quarterly, 2, simpleNameSecurityId("CHF LIBOR 3m"), ch, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CHF_6M_FRA")), "CHF_6M_FRA", thirty360, modified, annual, 2, ch, act360, modified, semiAnnual, 2, simpleNameSecurityId("CHF LIBOR 6m"), ch, true); }
From source file:com.opengamma.analytics.financial.sensitivity.PositionGreek.java
public PositionGreek(final Greek underlyingGreek) { Validate.notNull(underlyingGreek, "underlying greek"); _underlyingGreek = underlyingGreek; }
From source file:com.opengamma.analytics.util.surface.StringValue.java
/** * Builder from on point./* w ww.ja va 2 s . com*/ * @param point The surface point. * @param value The associated value. * @return The surface value. */ public static StringValue from(final String point, final Double value) { Validate.notNull(point, "Point"); HashMap<String, Double> data = new HashMap<String, Double>(); data.put(point, value); return new StringValue(data); }