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Combined curve #1677

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merged 2 commits into from May 3, 2018

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@jodastephen jodastephen

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@yukiiwashita yukiiwashita

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  v2.0
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@yukiiwashita @jodastephen
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yukiiwashita commented May 3, 2018

  • Create a new curve class formed of two underlying curves.
  • Add split and withUnderlyingCurve methods to the interface. These will be used curve gamma calculation with the combined curve.
@yukiiwashita
combined curve
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@yukiiwashita yukiiwashita added the Type:Enhancement label May 3, 2018

@yukiiwashita yukiiwashita requested a review from jodastephen May 3, 2018

@yukiiwashita yukiiwashita added the Status:InReview label May 3, 2018

Show outdated Hide outdated ...arket/src/main/java/com/opengamma/strata/market/curve/CombinedCurve.java
Show outdated Hide outdated ...arket/src/main/java/com/opengamma/strata/market/curve/CombinedCurve.java
Show outdated Hide outdated ...arket/src/main/java/com/opengamma/strata/market/curve/CombinedCurve.java
Show outdated Hide outdated ...arket/src/main/java/com/opengamma/strata/market/curve/CombinedCurve.java
Show outdated Hide outdated ...arket/src/main/java/com/opengamma/strata/market/curve/CombinedCurve.java
Show outdated Hide outdated ...arket/src/main/java/com/opengamma/strata/market/curve/CombinedCurve.java
Show outdated Hide outdated modules/market/src/main/java/com/opengamma/strata/market/curve/Curve.java
Show outdated Hide outdated modules/market/src/main/java/com/opengamma/strata/market/curve/Curve.java

@yukiiwashita yukiiwashita self-assigned this May 3, 2018

@yukiiwashita
addressed review comments
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@yukiiwashita yukiiwashita merged commit a5faf78 into master May 3, 2018
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security/snyk No dependency changes
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security/snyk - modules/basics/pom.xml No dependency changes
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security/snyk - modules/calc/pom.xml No dependency changes
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security/snyk - modules/collect/pom.xml No dependency changes
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security/snyk - modules/data/pom.xml No dependency changes
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security/snyk - modules/loader/pom.xml No dependency changes
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security/snyk - modules/market/pom.xml No dependency changes
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security/snyk - modules/math/pom.xml No dependency changes
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security/snyk - modules/measure/pom.xml No dependency changes
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security/snyk - modules/pom.xml No dependency changes
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security/snyk - modules/pricer/pom.xml No dependency changes
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security/snyk - modules/product/pom.xml No dependency changes
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security/snyk - modules/report/pom.xml No dependency changes
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@yukiiwashita yukiiwashita removed the Status:InReview label May 3, 2018

@yukiiwashita yukiiwashita deleted the topic/combined-curve branch May 3, 2018

jodastephen added a commit that referenced this pull request May 11, 2018

@yukiiwashita @jodastephen
Combined curve (#1677) 
* combined curve

* addressed review comments
714973b

@jodastephen jodastephen modified the milestones: v1.8, v2.0 Jun 5, 2018

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