//-------------------------------------------------------------------------
public ImmutableRatesProvider generate(DoubleArray parameters, IDictionary <CurveName, JacobianCalibrationMatrix> jacobians, IDictionary <CurveName, DoubleArray> sensitivitiesMarketQuote)
{
// collect curves for child provider based on existing provider
IDictionary <Currency, Curve> discountCurves = new Dictionary <Currency, Curve>();
IDictionary <Index, Curve> indexCurves = new Dictionary <Index, Curve>();
//JAVA TO C# CONVERTER TODO TASK: There is no .NET Dictionary equivalent to the Java 'putAll' method:
discountCurves.putAll(knownProvider.DiscountCurves);
//JAVA TO C# CONVERTER TODO TASK: There is no .NET Dictionary equivalent to the Java 'putAll' method:
indexCurves.putAll(knownProvider.IndexCurves);
// generate curves from combined parameter array
int startIndex = 0;
for (int i = 0; i < curveDefinitions.size(); i++)
{
CurveDefinition curveDefn = curveDefinitions.get(i);
CurveMetadata metadata = curveMetadata.get(i);
CurveName name = curveDefn.Name;
// extract parameters for the child curve
int paramCount = curveDefn.ParameterCount;
DoubleArray curveParams = parameters.subArray(startIndex, startIndex + paramCount);
startIndex += paramCount;
// create the child curve
CurveMetadata childMetadata = this.childMetadata(metadata, curveDefn, jacobians, sensitivitiesMarketQuote);
Curve curve = curveDefn.curve(knownProvider.ValuationDate, childMetadata, curveParams);
// put child curve into maps
ISet <Currency> currencies = discountCurveNames.get(name);
foreach (Currency currency in currencies)
{
discountCurves[currency] = curve;
}
ISet <Index> indices = forwardCurveNames.get(name);
foreach (Index index in indices)
{
indexCurves[index] = curve;
}
}
return(knownProvider.toBuilder().discountCurves(discountCurves).indexCurves(indexCurves).build());
}
