Java CubeShiftFunctionFactory Examples

Example #1

File: VolatilityCube.java Project: jerome79/Analytics

 public VolatilityCube withMultipleMultiplicativeShifts(
     final double[] x, final double[] y, final double[] z, final double[] shifts) {
   return new VolatilityCube(
       CubeShiftFunctionFactory.getShiftedCube(_cube, x, y, z, shifts, false));
 }

Example #2

File: VolatilityCube.java Project: jerome79/Analytics

 public VolatilityCube withConstantMultiplicativeShift(final double shift) {
   return new VolatilityCube(CubeShiftFunctionFactory.getShiftedCube(_cube, shift, false));
 }

Example #3

File: VolatilityCube.java Project: jerome79/Analytics

 public VolatilityCube withSingleMultiplicativeShift(
     final double x, final double y, final double z, final double shift) {
   return new VolatilityCube(
       CubeShiftFunctionFactory.getShiftedCube(_cube, x, y, z, shift, false));
 }

Example #4

File: VolatilityCube.java Project: jerome79/Analytics

 public VolatilityCube withParallelShift(final double shift) {
   return new VolatilityCube(CubeShiftFunctionFactory.getShiftedCube(_cube, shift, true));
 }