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.relicum.ipsum.Utils.Profiler.java
public static long getCurrentDelta(String id) { final long nanos = System.nanoTime(); Validate.notNull(id, "ID should not be null"); synchronized (startTimes) { if (!startTimes.containsKey(id)) { throw new IllegalStateException("This ID is not being profiled!"); }/*from www . j a va2 s . c om*/ return nanos - startTimes.get(id); } }
From source file:com.opengamma.analytics.financial.covariance.VolatilityAnnualizingFunction.java
@Override public Double evaluate(final Double... x) { Validate.notNull(x, "x"); Validate.notEmpty(x, "x"); Validate.notNull(x[0], "x"); return Math.sqrt(_periodsPerYear / x[0]); }
From source file:com.opengamma.analytics.financial.model.volatility.BlackImpliedVolatilityFormula.java
public double getImpliedVolatility(final BlackFunctionData data, final EuropeanVanillaOption option, final double optionPrice) { Validate.notNull(data, "null data"); Validate.notNull(option, "null option"); final double discountFactor = data.getDiscountFactor(); final boolean isCall = option.isCall(); final double f = data.getForward(); final double k = option.getStrike(); final double t = option.getTimeToExpiry(); final double fwdPrice = optionPrice / discountFactor; return BlackFormulaRepository.impliedVolatility(fwdPrice, f, k, t, isCall); }
From source file:com.opengamma.analytics.financial.timeseries.analysis.DoubleTimeSeriesStatisticsCalculator.java
public DoubleTimeSeriesStatisticsCalculator(final Function<double[], Double> statistic) { Validate.notNull(statistic, "statistic"); _statistic = statistic;/*from ww w .j av a2 s .c o m*/ }
From source file:com.opengamma.analytics.math.surface.ConstantSurfaceMultiplicativeShiftFunction.java
/** * {@inheritDoc}/*from w w w . j a va 2 s.c o m*/ */ @Override public ConstantDoublesSurface evaluate(final ConstantDoublesSurface surface, final double percentage) { Validate.notNull(surface, "surface"); return evaluate(surface, percentage, "CONSTANT_MULTIPLIER_" + surface.getName()); }
From source file:com.tealcube.minecraft.bukkit.mythicdrops.utils.CustomItemUtil.java
public static CustomItem getCustomItemFromItemStack(ItemStack itemStack) { Validate.notNull(itemStack, "ItemStack cannot be null"); for (CustomItem ci : CustomItemMap.getInstance().values()) { if (ci.toItemStack().isSimilar(itemStack)) { return ci; }//from www.j av a 2 s . c o m } return null; }
From source file:com.opengamma.analytics.financial.sensitivity.ValueGreekSensitivity.java
public ValueGreekSensitivity(final ValueGreek valueGreek, final String identifier) { Validate.notNull(valueGreek, "ValueGreek"); Validate.notNull(identifier, "identifier"); _valueGreek = valueGreek;/*from w w w .j a v a 2 s. c om*/ _identifier = identifier; }
From source file:com.opengamma.analytics.util.surface.SurfaceValue.java
/** * Builder from on point./*w w w . jav a2s.co m*/ * @param point The surface point. * @param value The associated value. * @return The surface value. */ public static SurfaceValue from(final DoublesPair point, final Double value) { Validate.notNull(point, "Point"); HashMap<DoublesPair, Double> data = new HashMap<DoublesPair, Double>(); data.put(point, value); return new SurfaceValue(data); }
From source file:com.opengamma.financial.convention.CAConventions.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 ca = ExternalSchemes.financialRegionId("CA"); final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster); //TODO looked at BSYM and the codes seem right but need to check utils.addConventionBundle(// w w w .j av a 2 s. c om ExternalIdBundle.of(bloombergTickerSecurityId("CD00O/N Index"), simpleNameSecurityId("CAD LIBOR O/N")), "CAD LIBOR O/N", act360, following, Period.ofDays(1), 0, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD00S/N Index"), simpleNameSecurityId("CAD LIBOR S/N")), "CAD LIBOR S/N", act360, following, Period.ofDays(1), 0, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD00T/N Index"), simpleNameSecurityId("CAD LIBOR T/N")), "CAD LIBOR T/N", act360, following, Period.ofDays(1), 0, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0001W Index"), simpleNameSecurityId("CAD LIBOR 1w")), "CAD LIBOR 1w", act360, following, Period.ofDays(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0002W Index"), simpleNameSecurityId("CAD LIBOR 2w")), "CAD LIBOR 2w", act360, following, Period.ofDays(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0001M Index"), simpleNameSecurityId("CAD LIBOR 1m")), "CAD LIBOR 1m", act360, following, Period.ofMonths(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0002M Index"), simpleNameSecurityId("CAD LIBOR 2m")), "CAD LIBOR 2m", act360, following, Period.ofMonths(2), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0003M Index"), simpleNameSecurityId("CAD LIBOR 3m")), "CAD LIBOR 3m", act360, following, Period.ofMonths(3), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0004M Index"), simpleNameSecurityId("CAD LIBOR 4m")), "CAD LIBOR 4m", act360, following, Period.ofMonths(4), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0005M Index"), simpleNameSecurityId("CAD LIBOR 5m")), "CAD LIBOR 5m", act360, following, Period.ofMonths(5), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0006M Index"), simpleNameSecurityId("CAD LIBOR 6m")), "CAD LIBOR 6m", act360, following, Period.ofMonths(6), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0007M Index"), simpleNameSecurityId("CAD LIBOR 7m")), "CAD LIBOR 7m", act360, following, Period.ofMonths(7), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0008M Index"), simpleNameSecurityId("CAD LIBOR 8m")), "CAD LIBOR 8m", act360, following, Period.ofMonths(8), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0009M Index"), simpleNameSecurityId("CAD LIBOR 9m")), "CAD LIBOR 9m", act360, following, Period.ofMonths(9), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0010M Index"), simpleNameSecurityId("CAD LIBOR 10m")), "CAD LIBOR 10m", act360, following, Period.ofMonths(10), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0011M Index"), simpleNameSecurityId("CAD LIBOR 11m")), "CAD LIBOR 11m", act360, following, Period.ofMonths(11), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CD0012M Index"), simpleNameSecurityId("CAD LIBOR 12m")), "CAD LIBOR 12m", act360, following, Period.ofMonths(12), 2, false, ca); //TODO need to check that these are right for deposit rates utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR1T Curncy"), simpleNameSecurityId("CAD DEPOSIT 1d")), "CAD DEPOSIT 1d", act365, following, Period.ofDays(1), 0, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR2T Curncy"), simpleNameSecurityId("CAD DEPOSIT 2d")), "CAD DEPOSIT 2d", act365, following, Period.ofDays(1), 0, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR3T Curncy"), simpleNameSecurityId("CAD DEPOSIT 3d")), "CAD DEPOSIT 3d", act365, following, Period.ofDays(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR1Z Curncy"), simpleNameSecurityId("CAD DEPOSIT 1w")), "CAD DEPOSIT 1w", act365, following, Period.ofDays(7), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR2Z Curncy"), simpleNameSecurityId("CAD DEPOSIT 2w")), "CAD DEPOSIT 2w", act365, following, Period.ofDays(14), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR3Z Curncy"), simpleNameSecurityId("CAD DEPOSIT 3w")), "CAD DEPOSIT 3w", act365, following, Period.ofDays(21), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRA Curncy"), simpleNameSecurityId("CAD DEPOSIT 1m")), "CAD DEPOSIT 1m", act365, following, Period.ofMonths(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRB Curncy"), simpleNameSecurityId("CAD DEPOSIT 2m")), "CAD DEPOSIT 2m", act365, following, Period.ofMonths(2), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRC Curncy"), simpleNameSecurityId("CAD DEPOSIT 3m")), "CAD DEPOSIT 3m", act365, following, Period.ofMonths(3), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRD Curncy"), simpleNameSecurityId("CAD DEPOSIT 4m")), "CAD DEPOSIT 4m", act365, following, Period.ofMonths(4), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRE Curncy"), simpleNameSecurityId("CAD DEPOSIT 5m")), "CAD DEPOSIT 5m", act365, following, Period.ofMonths(5), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRF Curncy"), simpleNameSecurityId("CAD DEPOSIT 6m")), "CAD DEPOSIT 6m", act365, following, Period.ofMonths(6), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRG Curncy"), simpleNameSecurityId("CAD DEPOSIT 7m")), "CAD DEPOSIT 7m", act365, following, Period.ofMonths(7), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRH Curncy"), simpleNameSecurityId("CAD DEPOSIT 8m")), "CAD DEPOSIT 8m", act365, following, Period.ofMonths(8), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRI Curncy"), simpleNameSecurityId("CAD DEPOSIT 9m")), "CAD DEPOSIT 9m", act365, following, Period.ofMonths(9), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRJ Curncy"), simpleNameSecurityId("CAD DEPOSIT 10m")), "CAD DEPOSIT 10m", act365, following, Period.ofMonths(10), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDRK Curncy"), simpleNameSecurityId("CAD DEPOSIT 11m")), "CAD DEPOSIT 11m", act365, following, Period.ofMonths(11), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR1 Curncy"), simpleNameSecurityId("CAD DEPOSIT 1y")), "CAD DEPOSIT 1y", act365, following, Period.ofYears(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR2 Curncy"), simpleNameSecurityId("CAD DEPOSIT 2y")), "CAD DEPOSIT 2y", act365, following, Period.ofYears(2), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR3 Curncy"), simpleNameSecurityId("CAD DEPOSIT 3y")), "CAD DEPOSIT 3y", act365, following, Period.ofYears(3), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR4 Curncy"), simpleNameSecurityId("CAD DEPOSIT 4y")), "CAD DEPOSIT 4y", act365, following, Period.ofYears(4), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDDR5 Curncy"), simpleNameSecurityId("CAD DEPOSIT 5y")), "CAD DEPOSIT 5y", act365, following, Period.ofYears(5), 2, false, ca); //TODO check daycount utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDOR01 Index"), bloombergTickerSecurityId("CDOR01 RBC Index"), simpleNameSecurityId("CDOR 1m")), "CDOR 1m", act365, following, Period.ofMonths(1), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDOR02 Index"), bloombergTickerSecurityId("CDOR02 RBC Index"), simpleNameSecurityId("CDOR 2m")), "CDOR 2m", act365, following, Period.ofMonths(2), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDOR03 Index"), bloombergTickerSecurityId("CDOR03 RBC Index"), simpleNameSecurityId("CDOR 3m")), "CDOR 3m", act365, following, Period.ofMonths(3), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDOR06 Index"), bloombergTickerSecurityId("CDOR06 RBC Index"), simpleNameSecurityId("CDOR 6m")), "CDOR 6m", act365, following, Period.ofMonths(6), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CDOR12 Index"), bloombergTickerSecurityId("CDOR12 RBC Index"), simpleNameSecurityId("CDOR 12m")), "CDOR 12m", act365, following, Period.ofMonths(12), 2, false, ca); utils.addConventionBundle( ExternalIdBundle.of(bloombergTickerSecurityId("CAONREPO Index"), simpleNameSecurityId("RBC OVERNIGHT REPO")), "RBC OVERNIGHT REPO", act365, following, Period.ofDays(1), 0, false, ca, 0); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_SWAP")), "CAD_SWAP", act365, modified, semiAnnual, 0, ca, act365, modified, quarterly, 0, simpleNameSecurityId("CDOR 3m"), ca, true); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_1Y_SWAP")), "CAD_1Y_SWAP", act365, modified, annual, 0, ca, act365, modified, quarterly, 0, simpleNameSecurityId("CDOR 3m"), ca, true); // Overnight Index Swap Convention have additional flag, publicationLag final Integer publicationLag = 1; utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_OIS_SWAP")), "CAD_OIS_SWAP", act365, modified, annual, 0, ca, act365, modified, annual, 0, simpleNameSecurityId("RBC OVERNIGHT REPO"), ca, true, publicationLag); // TODO check the following details - copied from old CAD_FRA utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_3M_FRA")), "CAD_3M_FRA", act365, following, quarterly, 2, ca, act365, following, quarterly, 2, simpleNameSecurityId("CDOR 3m"), ca, false); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_6M_FRA")), "USD_6M_FRA", act365, following, semiAnnual, 2, ca, act365, following, semiAnnual, 2, simpleNameSecurityId("CDOR 6m"), ca, false); utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("CAD_FRA")), "CAD_FRA", act365, following, quarterly, 2, ca, act365, following, quarterly, 2, simpleNameSecurityId("CDOR 3m"), ca, false); //TODO according to my information: //"Floating leg compounded quarterly at CDOR Flat paid semi-annually or annually for 1y" //Don't know how we're going to put that in }
From source file:com.opengamma.analytics.financial.timeseries.analysis.AutocorrelationFunctionCalculator.java
@Override public double[] evaluate(final DoubleTimeSeries<?> x) { Validate.notNull(x, "x"); if (x.isEmpty()) { throw new IllegalArgumentException("Time series was empty"); }/*from w w w .j ava 2 s .c om*/ final double[] covariance = _autoCovariance.evaluate(x); final double[] correlation = new double[covariance.length]; correlation[0] = 1.; final double divisor = covariance[0]; for (int i = 1; i < covariance.length; i++) { correlation[i] = covariance[i] / divisor; } return correlation; }