// builds node times from node dates
private DoubleArray buildNodeTimes(LocalDate valuationDate, CurveMetadata metadata)
{
if (metadata.XValueType.Equals(ValueType.YEAR_FRACTION))
{
return(DoubleArray.of(ParameterCount, i =>
{
LocalDate nodeDate = ((DatedParameterMetadata)metadata.ParameterMetadata.get().get(i)).Date;
return DayCount.get().yearFraction(valuationDate, nodeDate);
}));
}
else if (metadata.XValueType.Equals(ValueType.MONTHS))
{
return(DoubleArray.of(ParameterCount, i =>
{
LocalDate nodeDate = ((DatedParameterMetadata)metadata.ParameterMetadata.get().get(i)).Date;
return YearMonth.from(valuationDate).until(YearMonth.from(nodeDate), MONTHS);
}));
}
else
{
throw new System.ArgumentException("Metadata XValueType should be YearFraction or Months in curve definition");
}
}