/// <summary>
/// Creates a curve as the sum of a base curve and a spread curve.
/// <para>
/// The metadata of the combined curve will be created form the base curve and spread curve.
///
/// </para>
/// </summary>
/// <param name="baseCurve"> the base curve </param>
/// <param name="spreadCurve"> the spread curve </param>
/// <returns> the combined curve </returns>
public static CombinedCurve of(Curve baseCurve, Curve spreadCurve)
{
CurveMetadata baseMetadata = baseCurve.Metadata;
CurveMetadata spreadMetadata = spreadCurve.Metadata;
IList <ParameterMetadata> paramMeta = Stream.concat(IntStream.range(0, baseCurve.ParameterCount).mapToObj(i => baseCurve.getParameterMetadata(i)), IntStream.range(0, spreadCurve.ParameterCount).mapToObj(i => spreadCurve.getParameterMetadata(i))).collect(toImmutableList());
DefaultCurveMetadataBuilder metadataBuilder = DefaultCurveMetadata.builder().curveName(baseCurve.Name.Name + "+" + spreadMetadata.CurveName.Name).xValueType(baseMetadata.XValueType).yValueType(baseMetadata.YValueType).parameterMetadata(paramMeta);
if (baseMetadata.findInfo(CurveInfoType.DAY_COUNT).Present)
{
metadataBuilder.addInfo(CurveInfoType.DAY_COUNT, baseMetadata.getInfo(CurveInfoType.DAY_COUNT));
}
return(of(baseCurve, spreadCurve, metadataBuilder.build()));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private CombinedCurve(Curve baseCurve, Curve spreadCurve, CurveMetadata metadata)
private CombinedCurve(Curve baseCurve, Curve spreadCurve, CurveMetadata metadata)
{
JodaBeanUtils.notNull(baseCurve, "baseCurve");
JodaBeanUtils.notNull(spreadCurve, "spreadCurve");
JodaBeanUtils.notNull(metadata, "metadata");
CurveMetadata baseMetadata = baseCurve.Metadata;
CurveMetadata spreadMetadata = spreadCurve.Metadata;
// check value type
if (!baseMetadata.XValueType.Equals(metadata.XValueType))
{
throw new System.ArgumentException(Messages.format("xValueType is {} in baseCurve, but {} in CombinedCurve", baseMetadata.XValueType, metadata.XValueType));
}
if (!spreadMetadata.XValueType.Equals(metadata.XValueType))
{
throw new System.ArgumentException(Messages.format("xValueType is {} in spreadCurve, but {} in CombinedCurve", spreadMetadata.XValueType, metadata.XValueType));
}
if (!baseMetadata.YValueType.Equals(metadata.YValueType))
{
throw new System.ArgumentException(Messages.format("yValueType is {} in baseCurve, but {} in CombinedCurve", baseMetadata.YValueType, metadata.YValueType));
}
if (!spreadMetadata.YValueType.Equals(metadata.YValueType))
{
throw new System.ArgumentException(Messages.format("yValueType is {} in spreadCurve, but {} in CombinedCurve", spreadMetadata.YValueType, metadata.YValueType));
}
// check day count
Optional <DayCount> dccOpt = metadata.findInfo(CurveInfoType.DAY_COUNT);
if (dccOpt.Present)
{
DayCount dcc = dccOpt.get();
if (!baseMetadata.findInfo(CurveInfoType.DAY_COUNT).Present || !baseMetadata.getInfo(CurveInfoType.DAY_COUNT).Equals(dcc))
{
throw new System.ArgumentException(Messages.format("DayCount in baseCurve should be {}", dcc));
}
if (!spreadMetadata.findInfo(CurveInfoType.DAY_COUNT).Present || !spreadMetadata.getInfo(CurveInfoType.DAY_COUNT).Equals(dcc))
{
throw new System.ArgumentException(Messages.format("DayCount in spreadCurve should be {}", dcc));
}
}
this.metadata = metadata;
this.baseCurve = baseCurve;
this.spreadCurve = spreadCurve;
}