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:de.xaniox.heavyspleef.core.collection.DualMaps.java
@SuppressWarnings("unchecked") public static <K1, K2, V, MV> DualKeyBiMap<K1, K2, MV> valueMappedImmutableDualBiMap( DualKeyBiMap<K1, K2, V> map, Mapper<V, MV> mapper) { Validate.notNull(map, "Map cannot be null"); Validate.notNull(mapper, "Mapper cannot be null"); Set<Entry<DualKeyPair<K1, K2>, V>> entries = map.entrySet(); DualKeyBiMap<K1, K2, MV> mappedMap = new DualKeyHashBiMap<K1, K2, MV>(map.getPrimaryKeyClass(), map.getSecondaryKeyClass()); for (Entry<DualKeyPair<K1, K2>, V> entry : entries) { V val = entry.getValue(); MV mapped = mapper.map(val); mappedMap.put((DualKeyPair<K1, K2>) entry.getKey().clone(), mapped); }/*from w w w . j a v a 2 s . c o m*/ return immutableDualBiMap(mappedMap); }
From source file:com.opengamma.analytics.math.statistics.descriptive.LognormalPearsonKurtosisFromVolatilityCalculator.java
@Override public Double evaluate(final Double sigma, final Double t) { Validate.notNull(sigma, "sigma"); Validate.notNull(t, "t"); return CALCULATOR.evaluate(sigma, t) + 3; }
From source file:com.evolveum.midpoint.repo.sql.data.common.any.RValueType.java
public static RValueType getTypeFromItemClass(Class<? extends Item> clazz) { Validate.notNull(clazz, "Class must not be null."); for (RValueType value : RValueType.values()) { if (value.getItemClass().isAssignableFrom(clazz)) { return value; }// w w w . java 2 s.c o m } throw new IllegalArgumentException("Unknown enum value type for '" + clazz.getName() + "'."); }
From source file:com.opengamma.analytics.math.function.special.KroneckerDeltaFunction.java
@Override public Integer evaluate(Integer i, Integer j) { Validate.notNull(i, "i"); Validate.notNull(j, "j"); return i.intValue() == j.intValue() ? 1 : 0; }
From source file:com.opengamma.analytics.math.surface.ConstantSurfaceAdditiveShiftFunction.java
/** * {@inheritDoc}// ww w. j a va2 s . c o m */ @Override public ConstantDoublesSurface evaluate(final ConstantDoublesSurface surface, final double shift) { Validate.notNull(surface, "surface"); return evaluate(surface, shift, "PARALLEL_SHIFT_" + surface.getName()); }
From source file:com.opengamma.analytics.math.statistics.descriptive.robust.SampleMedianAbsoluteDeviationCalculator.java
@Override public Double evaluate(final double[] x) { Validate.notNull(x, "x"); final int n = x.length; Validate.isTrue(n > 1, "Need at least two data points to calculate MAD"); final double median = MEDIAN.evaluate(x); final double[] diff = new double[n]; for (int i = 0; i < n; i++) { diff[i] = Math.abs(x[i] - median); }/*from w w w. j a v a 2 s. c o m*/ return MEDIAN.evaluate(diff); }
From source file:com.opengamma.financial.analytics.conversion.BondFutureTradeConverter.java
public BondFutureTradeConverter(final BondFutureSecurityConverter securityConverter) { Validate.notNull(securityConverter, "security converter"); _securityConverter = securityConverter; }
From source file:com.opengamma.analytics.math.interpolation.StepInterpolator1D.java
@Override public Double interpolate(final Interpolator1DDataBundle data, final Double value) { Validate.notNull(value, "value"); Validate.notNull(data, "data bundle"); return data.get(data.getLowerBoundKey(value)); }
From source file:com.opengamma.examples.convention.SyntheticUSConventions.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 semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME); final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME); final ExternalId usgb = ExternalSchemes.financialRegionId("US+GB"); final ExternalId us = ExternalSchemes.financialRegionId("US"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); //LIBOR//from w w w . java 2s .c om utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDLIBORP7D"), simpleNameSecurityId("USD LIBOR 7d")), "USD LIBOR 7d", act360, modified, Period.ofDays(7), 2, false, us); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDLIBORP14D"), simpleNameSecurityId("USD LIBOR 14d")), "USD LIBOR 14d", act360, modified, Period.ofDays(14), 2, false, us); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDLIBORP1M"), simpleNameSecurityId("USD LIBOR 1m")), "USD LIBOR 1m", act360, modified, Period.ofMonths(1), 2, false, us); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDLIBORP2M"), simpleNameSecurityId("USD LIBOR 2m")), "USD LIBOR 2m", act360, modified, Period.ofMonths(2), 2, false, us); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDLIBORP3M"), simpleNameSecurityId("USD LIBOR 3m")), "USD LIBOR 3m", act360, modified, Period.ofMonths(3), 2, false, us); utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDLIBORP6M"), simpleNameSecurityId("USD LIBOR 6m")), "USD LIBOR 6m", act360, modified, Period.ofMonths(6), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDLIBORP12M")), "USD LIBOR 12m", act360, modified, Period.ofMonths(12), 2, false, us); final DayCount swapFixedDayCount = thirty360; final BusinessDayConvention swapFixedBusinessDay = modified; final Frequency swapFixedPaymentFrequency = semiAnnual; final DayCount swapFloatDayCount = act360; final BusinessDayConvention swapFloatBusinessDay = modified; final Frequency swapFloatPaymentFrequency = quarterly; final Frequency annual = PeriodFrequency.ANNUAL; final int[] isdaFixTenor = new int[] { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 15, 20, 25, 30 }; // ISDA fixing 11.00 New-York for (final int element : isdaFixTenor) { final String tenorString = element + "Y"; final String sytheticID = "USDISDA10P" + tenorString; utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId(sytheticID)), "USD_ISDAFIX_USDLIBOR10_" + tenorString, swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, us, act360, modified, semiAnnual, 2, simpleNameSecurityId("USD LIBOR 3m"), us, true, Period.ofYears(element)); } utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1D")), "USDCASHP1D", act360, following, Period.ofDays(1), 0, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2D")), "USDCASHP2D", act360, following, Period.ofDays(2), 0, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP1M")), "USDCASHP1M", act360, modified, Period.ofMonths(1), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP2M")), "USDCASHP2M", act360, modified, Period.ofMonths(2), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP3M")), "USDCASHP3M", act360, modified, Period.ofMonths(3), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP4M")), "USDCASHP4M", act360, modified, Period.ofMonths(4), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP5M")), "USDCASHP5M", act360, modified, Period.ofMonths(5), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP6M")), "USDCASHP6M", act360, modified, Period.ofMonths(6), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP7M")), "USDCASHP7M", act360, modified, Period.ofMonths(7), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP8M")), "USDCASHP8M", act360, modified, Period.ofMonths(8), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP9M")), "USDCASHP9M", act360, modified, Period.ofMonths(9), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP10M")), "USDCASHP10M", act360, modified, Period.ofMonths(10), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP11M")), "USDCASHP11M", act360, modified, Period.ofMonths(11), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(syntheticSecurityId("USDCASHP12M")), "USDCASHP12M", act360, modified, Period.ofMonths(12), 2, false, us); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_SWAP")), "USD_SWAP", swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, usgb, swapFloatDayCount, swapFloatBusinessDay, swapFloatPaymentFrequency, 2, simpleNameSecurityId("USD LIBOR 3m"), usgb, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_3M_SWAP")), "USD_3M_SWAP", swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, usgb, swapFloatDayCount, swapFloatBusinessDay, quarterly, 2, simpleNameSecurityId("USD LIBOR 3m"), usgb, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_6M_SWAP")), "USD_6M_SWAP", swapFixedDayCount, swapFixedBusinessDay, swapFixedPaymentFrequency, 2, usgb, swapFloatDayCount, swapFloatBusinessDay, semiAnnual, 2, simpleNameSecurityId("USD LIBOR 6m"), usgb, true); final int publicationLag = 1; // Fed Fund effective utils.addConventionBundle( ExternalIdBundle.of(syntheticSecurityId("USDFF"), simpleNameSecurityId("USD FF EFFECTIVE")), "USD FF EFFECTIVE", act360, following, Period.ofDays(1), 2, false, us, publicationLag); // OIS swap utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_OIS_SWAP")), "USD_OIS_SWAP", thirty360, modified, annual, 2, usgb, thirty360, modified, annual, 2, simpleNameSecurityId("USD FF EFFECTIVE"), usgb, true, publicationLag); // FRA conventions are stored as IRS utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_3M_FRA")), "USD_3M_FRA", thirty360, modified, quarterly, 2, usgb, act360, modified, quarterly, 2, simpleNameSecurityId("USD LIBOR 3m"), usgb, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_6M_FRA")), "USD_6M_FRA", thirty360, modified, semiAnnual, 2, usgb, act360, modified, semiAnnual, 2, simpleNameSecurityId("USD LIBOR 6m"), usgb, true); }
From source file:com.opengamma.analytics.math.minimization.LineSearch.java
public LineSearch(final ScalarMinimizer minimizer) { Validate.notNull(minimizer, "null minimizer"); _minimizer = minimizer;//from w w w. j a v a2 s.c o m _bracketer = new ParabolicMinimumBracketer(); }