//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: protected void assertYieldCurveBootstrap(final com.opengamma.strata.math.impl.rootfinding.VectorRootFinder rootFinder, final double eps)
protected internal virtual void assertYieldCurveBootstrap(VectorRootFinder rootFinder, double eps)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int n = TIME_GRID.length;
int n = TIME_GRID.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] flatCurve = new double[n];
double[] flatCurve = new double[n];
for (int i = 0; i < n; i++)
{
flatCurve[i] = 0.05;
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray x0 = com.opengamma.strata.collect.array.DoubleArray.copyOf(flatCurve);
DoubleArray x0 = DoubleArray.copyOf(flatCurve);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray x1 = rootFinder.getRoot(SWAP_RATES, x0);
DoubleArray x1 = rootFinder.getRoot(SWAP_RATES, x0);
for (int i = 0; i < n; i++)
{
assertEquals(-Math.Log(DUMMY_YIELD_CURVE.apply(TIME_GRID[i])) / TIME_GRID[i], x1.get(i), eps);
}
}
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: protected void assertLinear(final com.opengamma.strata.math.impl.rootfinding.VectorRootFinder rootFinder, final double eps)
protected internal virtual void assertLinear(VectorRootFinder rootFinder, double eps)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray x0 = com.opengamma.strata.collect.array.DoubleArray.of(0.0, 0.0);
DoubleArray x0 = DoubleArray.of(0.0, 0.0);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray x1 = rootFinder.getRoot(LINEAR, x0);
DoubleArray x1 = rootFinder.getRoot(LINEAR, x0);
assertEquals(1.0, x1.get(0), eps);
assertEquals(-1.0, x1.get(1), eps);
}
