Combined curve #1677
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Combined curve #1677
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| @PropertyDefinition(validate = "notNull") | ||
| private final Curve spreadCurve; | ||
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| @PropertyDefinition(validate = "notNull", overrideGet = true) |
jodastephen
May 3, 2018
Member
Javadoc
Javadoc
| // check value type | ||
| if (!baseMetadata.getXValueType().equals(metadata.getXValueType())) { | ||
| throw new IllegalArgumentException(Messages.format( | ||
| "xValueTypee is {} in baseCurve, but {} in CombinedCurve", |
jodastephen
May 3, 2018
Member
Spelling
Spelling
| } | ||
| if (!spreadMetadata.getXValueType().equals(metadata.getXValueType())) { | ||
| throw new IllegalArgumentException(Messages.format( | ||
| "xValueTypee is {} in spreadCurve, but {} in CombinedCurve", |
jodastephen
May 3, 2018
Member
Spelling
Spelling
| } | ||
| if (!baseMetadata.getYValueType().equals(metadata.getYValueType())) { | ||
| throw new IllegalArgumentException(Messages.format( | ||
| "yValueTypee is {} in baseCurve, but {} in CombinedCurve", |
jodastephen
May 3, 2018
Member
Spelling
Spelling
| } | ||
| if (!spreadMetadata.getYValueType().equals(metadata.getYValueType())) { | ||
| throw new IllegalArgumentException(Messages.format( | ||
| "yValueTypee is {} in spreadCurve, but {} in CombinedCurve", |
jodastephen
May 3, 2018
Member
Spelling
Spelling
| baseCurve.withParameter(parameterIndex, newValue), | ||
| spreadCurve, | ||
| metadata); | ||
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jodastephen
May 3, 2018
Member
Remove blank line
Remove blank line
| if (curveIndex == 0) { | ||
| return curve; | ||
| } | ||
| return this; |
jodastephen
May 3, 2018
Member
I think it would be better to throw an exception (Javadoc change too)
I think it would be better to throw an exception (Javadoc change too)
| * @param curve the new split curve | ||
| * @return the new curve | ||
| */ | ||
| public default Curve withUnderlyingCurve(int curveIndex, Curve curve) { |
jodastephen
May 3, 2018
Member
Does these methods not need to be implemented anywhere else? Like AddFixedCurve?
Does these methods not need to be implemented anywhere else? Like AddFixedCurve?
jodastephen
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May 11, 2018
* combined curve * addressed review comments
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splitandwithUnderlyingCurvemethods to the interface. These will be used curve gamma calculation with the combined curve.