/**
* @param x An array of DoubleTimeSeries. The series <b>must</b> contain at least four elements;
* the asset price series, the dividend price series (can be null but it must be the second
* element), the reference price series and the reference dividend series. Any further
* elements will be ignored.
* @throws IllegalArgumentException If the array is null
* @throws TimeSeriesException Throws an exception if: the array is null; the array has less than
* two elements; the calculation mode is strict and the price series are not the same length.
* @return A DoubleTimeSeries containing the excess return series.
*/
@Override
public LocalDateDoubleTimeSeries evaluate(final LocalDateDoubleTimeSeries... x) {
Validate.notNull(x, "x");
if (x.length < 4) {
throw new TimeSeriesException("Time series array must contain at least four elements");
}
if (getMode() == CalculationMode.STRICT && x[0].size() != x[2].size()) {
throw new TimeSeriesException(
"Asset price series and reference price series were not the same size");
}
final LocalDateDoubleTimeSeries assetReturn =
x[1] == null
? _returnCalculator.evaluate(x[0])
: _returnCalculator.evaluate(Arrays.copyOfRange(x, 0, 2));
final LocalDateDoubleTimeSeries referenceReturn =
x[3] == null
? _returnCalculator.evaluate(x[2])
: _returnCalculator.evaluate(Arrays.copyOfRange(x, 2, 4));
return (LocalDateDoubleTimeSeries) assetReturn.subtract(referenceReturn);
}
