@Override
public Double getValue(Double x, Double y, Double z) {
Validate.notNull(x, "x");
Validate.notNull(y, "y");
Validate.notNull(z, "z");
return _interpolator.interpolate(_dataBundle, new double[] {x, y, z});
}
@Override
public String setStylesheetParameter(String name, String value) {
Validate.notEmpty(name, "name cannot be null");
Validate.notEmpty(value, "value cannot be null");
return this.parameters.put(name, value);
}
/**
* Registers the given event to the specified listener using a directly passed EventExecutor
*
* @param event Event class to register
* @param listener PlayerListener to register
* @param priority Priority of this event
* @param executor EventExecutor to register
* @param plugin Plugin to register
* @param ignoreCancelled Do not call executor if event was already cancelled
*/
public void registerEvent(
Class<? extends Event> event,
Listener listener,
EventPriority priority,
EventExecutor executor,
Plugin plugin,
boolean ignoreCancelled) {
Validate.notNull(listener, "Listener cannot be null");
Validate.notNull(priority, "Priority cannot be null");
Validate.notNull(executor, "Executor cannot be null");
Validate.notNull(plugin, "Plugin cannot be null");
if (!plugin.isEnabled()) {
throw new IllegalPluginAccessException(
"Plugin attempted to register " + event + " while not enabled");
}
if (useTimings) {
getEventListeners(event)
.register(
new TimedRegisteredListener(listener, executor, priority, plugin, ignoreCancelled));
} else {
getEventListeners(event)
.register(new RegisteredListener(listener, executor, priority, plugin, ignoreCancelled));
}
}
@Override
public Double visitBondFixedSecurity(
final BondFixedSecurity bond, final YieldCurveBundle curves) {
Validate.notNull(curves);
Validate.notNull(bond);
return METHOD_BOND.cleanPriceFromCurves(bond, curves);
}
/**
* Creates the subcontext identified by the given <code>path</code>
*
* @param context
* @param path slash separated hierarchy of sub contexts (e.g. /mdsp/brodcasterlistener/
* @throws NamingException
*/
public static Context createSubcontext(Context context, String path) throws NamingException {
Validate.notNull(context, "context");
Validate.notNull(path, "path");
if (log.isDebugEnabled()) {
log.debug(
"> createSubcontext(context=" + context.getNameInNamespace() + ", path=" + path + ")");
}
String[] subContextsNames = StringUtils.split(path, "/");
Context currentContext = context;
for (String subContextName : subContextsNames) {
try {
currentContext = (Context) currentContext.lookup(subContextName);
if (log.isDebugEnabled()) {
log.debug("Context '" + subContextName + "' already exist");
}
} catch (NameNotFoundException e) {
currentContext = currentContext.createSubcontext(subContextName);
if (log.isDebugEnabled()) {
log.debug("Context '" + subContextName + "' created");
}
}
}
if (log.isDebugEnabled()) {
log.debug("< createSubcontext() : " + currentContext.getNameInNamespace());
}
return currentContext;
}
/**
* For ForwardRateAgreement the ParSpread is the spread to be added to the fixed rate to obtain a
* present value of zero.
*
* @param fra The forward rate agreement.
* @param curves The yield curve bundle.
* @return The par spread.
*/
@Override
public Double visitForwardRateAgreement(
final ForwardRateAgreement fra, final YieldCurveBundle curves) {
Validate.notNull(curves);
Validate.notNull(fra);
return METHOD_FRA.parSpread(fra, curves);
}
@Override
public IPortletWindow createDelegatePortletWindow(
HttpServletRequest request,
IPortletEntityId portletEntityId,
IPortletWindowId delegationParentId) {
Validate.notNull(request, "request can not be null");
Validate.notNull(portletEntityId, "portletEntityId can not be null");
// TODO does a delegate portlet entity need some sort of special treatment or do we just assume
// that the calling code is using one?
final IPortletWindowId portletWindowId =
this.getDefaultPortletWindowId(request, portletEntityId);
final PortletWindowCache<IPortletWindow> portletWindowMap = getPortletWindowMap(request);
// Check if there is portlet window cached in the request
IPortletWindow portletWindow = portletWindowMap.getWindow(portletWindowId);
if (portletWindow != null) {
logger.trace("Found IPortletWindow {} in request cache", portletWindow.getPortletWindowId());
return portletWindow;
}
final PortletWindowData portletWindowData =
this.getOrCreateDefaultPortletWindowData(
request, portletEntityId, portletWindowId, delegationParentId);
portletWindow = wrapPortletWindowData(request, portletWindowData);
if (portletWindow == null) {
return null;
}
// Cache the wrapped window in the request
return portletWindowMap.storeIfAbsentWindow(portletWindow);
}
/**
* Computes the present value of a fixed coupon by discounting.
*
* @param cpn The coupon.
* @param curves The curve bundle.
* @return The present value.
*/
public CurrencyAmount presentValue(CouponFixed cpn, YieldCurveBundle curves) {
Validate.notNull(curves);
Validate.notNull(cpn);
final YieldAndDiscountCurve fundingCurve = curves.getCurve(cpn.getFundingCurveName());
double pv = cpn.getAmount() * fundingCurve.getDiscountFactor(cpn.getPaymentTime());
return CurrencyAmount.of(cpn.getCurrency(), pv);
}
/**
* Executed on tab completion for this command, returning a list of options the player can tab
* through.
*
* @param sender Source object which is executing this command
* @param alias the alias being used
* @param args All arguments passed to the command, split via ' '
* @return a list of tab-completions for the specified arguments. This will never be null. List
* may be immutable.
* @throws IllegalArgumentException if sender, alias, or args is null
*/
public List<String> tabComplete(CommandSender sender, String alias, String[] args)
throws IllegalArgumentException {
Validate.notNull(sender, "Sender cannot be null");
Validate.notNull(args, "Arguments cannot be null");
Validate.notNull(alias, "Alias cannot be null");
if (args.length == 0) {
return ImmutableList.of();
}
String lastWord = args[args.length - 1];
Player senderPlayer = sender instanceof Player ? (Player) sender : null;
ArrayList<String> matchedPlayers = new ArrayList<String>();
for (Player player : sender.getServer().getOnlinePlayers()) {
String name = player.getName();
if ((senderPlayer == null || senderPlayer.canSee(player))
&& StringUtil.startsWithIgnoreCase(name, lastWord)) {
matchedPlayers.add(name);
}
}
Collections.sort(matchedPlayers, String.CASE_INSENSITIVE_ORDER);
return matchedPlayers;
}
private ContainerWrapper(
ObjectWrapper objectWrapper,
T container,
ContainerStatus status,
ItemPath path,
boolean createProperties,
PageBase pageBase) {
Validate.notNull(container, "container must not be null.");
Validate.notNull(status, "Container status must not be null.");
Validate.notNull(pageBase, "pageBase must not be null.");
this.objectWrapper = objectWrapper;
this.container = container;
this.status = status;
this.path = path;
main = path == null;
readonly = objectWrapper.isReadonly(); // [pm] this is quite questionable
showInheritedObjectAttributes = objectWrapper.isShowInheritedObjectAttributes();
// have to be after setting "main" property
containerDefinition = getItemDefinition();
if (createProperties) {
// HACK HACK HACK, the container wrapper should not parse itself. This code should not be
// here.
// Constructor should NOT parse the object
// the createProperties parameter is here to avoid looping when parsing associations
properties = createProperties(pageBase);
} else {
properties = new ArrayList<>();
}
}
private Criterion(String name, CriterionType type) {
Validate.notEmpty(name);
Validate.notNull(type);
this.name = name;
this.type = type;
}
/**
* @param n The number of sample points to be used in the integration, not negative or zero
* @param generator The generator of weights and abscissas
*/
public GaussianQuadratureIntegrator1D(
final int n, final QuadratureWeightAndAbscissaFunction generator) {
Validate.isTrue(n > 0, "number of intervals must be > 0");
Validate.notNull(generator, "generating function");
_n = n;
_generator = generator;
}
@Override
public List<String> tabComplete(CommandSender sender, String alias, String[] args) {
Validate.notNull(sender, "Sender cannot be null");
Validate.notNull(args, "Arguments cannot be null");
Validate.notNull(alias, "Alias cannot be null");
if (args.length == 1) {
return StringUtil.copyPartialMatches(
args[0], WHITELIST_SUBCOMMANDS, new ArrayList<String>(WHITELIST_SUBCOMMANDS.size()));
} else if (args.length == 2) {
if (args[0].equalsIgnoreCase("add")) {
List<String> completions = new ArrayList<String>();
for (OfflinePlayer player : Bukkit.getOfflinePlayers()) {
String name = player.getName();
if (StringUtil.startsWithIgnoreCase(name, args[1]) && !player.isWhitelisted()) {
completions.add(name);
}
}
return completions;
} else if (args[0].equalsIgnoreCase("remove")) {
List<String> completions = new ArrayList<String>();
for (OfflinePlayer player : Bukkit.getWhitelistedPlayers()) {
String name = player.getName();
if (StringUtil.startsWithIgnoreCase(name, args[1])) {
completions.add(name);
}
}
return completions;
}
}
return ImmutableList.of();
}
public InstrumentDefinition<?> convert(final Trade trade) {
Validate.notNull(trade, "trade");
Validate.isTrue(
trade.getSecurity() instanceof IRFutureOptionSecurity,
"Can only handle trades with security type IRFutureOptionSecurity");
final Object securityDefinition =
_securityConverter.convert((IRFutureOptionSecurity) trade.getSecurity());
final int quantity =
1; // trade.getQuantity().intValue(); TODO: correct when position/trade dilemma is solved.
// TODO trade time or premium time?
// final ZonedDateTime tradeDate =
// ZonedDateTime.of(trade.getPremiumDate().atTime(trade.getPremiumTime()),
// TimeZone.UTC); //TODO get the real time zone
final ZonedDateTime tradeDate =
ZonedDateTime.of(
trade.getTradeDate().atTime(trade.getTradeTime()),
TimeZone.UTC); // TODO get the real time zone
final Double tradePrice = trade.getPremium();
Validate.notNull(
tradePrice,
"IRFutureOption trade must have a premium set. The interpretation of premium is the market price, without unit, i.e. not %");
// TODO: The premium is not the right place to store the trade price...
if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
final InterestRateFutureOptionMarginSecurityDefinition underlyingOption =
(InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
return new InterestRateFutureOptionMarginTransactionDefinition(
underlyingOption, quantity, tradeDate, tradePrice);
}
final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption =
(InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
return new InterestRateFutureOptionPremiumTransactionDefinition(
underlyingOption, quantity, tradeDate, tradePrice);
}
@SuppressWarnings("synthetic-access")
@Override
public Double visitStrike(final BlackVolatilitySurfaceStrike surface, final DoublesPair data) {
Validate.isTrue(data.first >= 0, "Negative lower limit");
Validate.isTrue(data.second > data.first, "upper limit not greater than lower");
if (_t < 1e-4) {
if (data.first < _f && data.second > _f) {
final double atmVol = surface.getVolatility(_t, _f);
return atmVol * atmVol;
}
return 0.0;
}
final Function1D<Double, Double> integrand = getStrikeIntegrand(surface);
// if external left tail residual is provided, only integrate from cut-off, otherwise we will
// double count
final double lowerLimit = Math.max(_lowStrikeCutoff, data.first);
final double upperLimit = data.second;
// Do the call/k^2 integral - split up into the the put integral and the call integral because
// the function is not smooth at strike = forward
double res = _integrator.integrate(integrand, _f, upperLimit);
res += _integrator.integrate(integrand, lowerLimit, _f);
if (_addResidual) {
res += _residual;
}
return 2 * res / _t;
}
/**
* Downloads a {@link Document} from the DMS.
*
* @param uuid the ID of the document in DMS.<br>
* @param versionLabel the version label to be downloaded. Use {@link
* DMSConstants#INITIAL_VERSION_LABEL} for first version. Null is not allowed.
* @return not null {@link Document} or Exception occurs if no content or no document for the
* given frameID, or if the version label does not exist.
* @throws RemoteException Communication Exception.
* @throws DMSException if an error occurs in DMS back end
*/
@Interceptors(AuthenticationInterceptor.class)
public Document getDocumentInVersion(String uuid, String versionLabel)
throws RemoteException, DMSException {
Validate.notNull(uuid);
Validate.notNull(versionLabel);
/** Get the version history. */
VersionHistory versionHistory = null;
Document document = null;
versionHistory =
getAuthoringService()
.getVersionHistory(getReference(null, uuid, DMSStoreRegistry.STORE_REF));
for (org.alfresco.webservice.types.Version version : versionHistory.getVersions()) {
Reference reference = version.getId();
if (version.getLabel().equals(versionLabel)) {
document = getContent(reference, DMSStoreRegistry.VERSION_STORE_REF);
if (document != null) {
return document;
}
}
}
throw new IllegalStateException("Could not download the version : " + versionLabel);
}
/**
* @param location the {@link Location} around which players must be to see the effect
* @param effectName list of effects: https://gist.github.com/riking/5759002
* @param offsetX the amount to be randomly offset by in the X axis
* @param offsetY the amount to be randomly offset by in the Y axis
* @param offsetZ the amount to be randomly offset by in the Z axis
* @param speed the speed of the particles
* @param count the number of particles
* @param radius the radius around the location
*/
public static void playParticleEffect(
Location location,
String effectName,
float offsetX,
float offsetY,
float offsetZ,
float speed,
int count,
int radius) {
Validate.notNull(location, "Location cannot be null");
Validate.notNull(effectName, "Effect cannot be null");
Validate.notNull(location.getWorld(), "World cannot be null");
PacketPlayOutWorldParticles packet =
new PacketPlayOutWorldParticles(
effectName,
(float) location.getX(),
(float) location.getY(),
(float) location.getZ(),
offsetX,
offsetY,
offsetZ,
speed,
count);
for (Player player : location.getWorld().getPlayers()) {
if ((int) player.getLocation().distance(location) <= radius) {
((CraftPlayer) player).getHandle().playerConnection.sendPacket(packet);
}
}
}
/**
* {@inheritDoc}
*
* @see
* org.prowim.dms.alfresco.ContentService#updateDMSDocument(org.prowim.datamodel.dms.Document,
* java.lang.String)
*/
@Override
@Interceptors(AuthenticationInterceptor.class)
public void updateDMSDocument(Document document, String uuid) throws DMSException {
Validate.notNull(document);
Validate.notNull(uuid);
ContentFormat contentFormat =
new ContentFormat(document.getContentType(), DMSConstants.ENCODING);
try {
DocumentIdentification documentIdentification = new DocumentIdentification(uuid, null);
getContentService()
.write(
this.getReference(
documentIdentification.getPath(),
documentIdentification.getUuid(),
DMSStoreRegistry.STORE_REF),
Constants.PROP_CONTENT,
document.getContent(),
contentFormat);
} catch (ContentFault e) {
String message = "Could not update content: ";
LOG.error(message, e);
DMSFault dmsFault = new DMSFault();
dmsFault.setMessage(message);
throw new DMSException(message, dmsFault, e.getCause());
} catch (RemoteException e) {
String message = "Could not create connection: ";
LOG.error(message, e);
DMSFault dmsFault = new DMSFault();
dmsFault.setMessage(message);
throw new DMSException(message, dmsFault, e.getCause());
}
}
@Override
public IPortletWindow getOrCreateDefaultPortletWindow(
HttpServletRequest request, IPortletEntityId portletEntityId) {
Validate.notNull(request, "request can not be null");
Validate.notNull(portletEntityId, "portletEntityId can not be null");
final IPortletWindowId portletWindowId =
this.getDefaultPortletWindowId(request, portletEntityId);
final PortletWindowCache<IPortletWindow> portletWindowMap = getPortletWindowMap(request);
// Check if there is portlet window cached in the request
IPortletWindow portletWindow = portletWindowMap.getWindow(portletWindowId);
if (portletWindow != null) {
logger.trace("Found IPortletWindow {} in request cache", portletWindow.getPortletWindowId());
return portletWindow;
}
final PortletWindowData portletWindowData =
this.getOrCreateDefaultPortletWindowData(request, portletEntityId, portletWindowId);
portletWindow = wrapPortletWindowData(request, portletWindowData);
if (portletWindow == null) {
return null;
}
// Cache the wrapped window in the request
return portletWindowMap.storeIfAbsentWindow(portletWindow);
}
public Point(double lat, double lon) {
Validate.isTrue(lat >= -90.0 && lat <= 90.0, "Latitude must be in [-90, 90] but was ", lat);
Validate.isTrue(
lon >= -180.0 && lon <= 180.0, "Longitude must be in [-180, 180] but was ", lon);
this.lat = lat;
this.lon = lon;
}
public Potion(PotionType type, int level) {
this(type);
Validate.notNull(type, "Type cannot be null");
Validate.isTrue(type != PotionType.WATER, "Water bottles don't have a level!");
Validate.isTrue((level > 0) && (level < 3), "Level must be 1 or 2");
this.level = level;
}
/**
* Constructor
*
* @param name The name for the parameter. May not be <code>null</code>.
* @param type The type for the parameter. May not be <code>null</code>.
*/
public ParameterDefinition(String name, String type) {
Validate.notNull(name);
Validate.notNull(type);
m_name = name;
m_type = type;
}
public boolean fileHasDependency(File file, File dependency) {
Validate.notNull(file, "File can't be null");
Validate.notNull(dependency, "Dependency can't be null");
HierarchyNode fileNode = getNode(file);
Validate.notNull(fileNode, "File isn't in hierarchy: " + file);
return fileNode.containsDependency(dependency);
}
/**
* Constructs a new {@link TestHandler} and reads the tests from the specified URL resource. It
* uses the web client to run the tests.
*
* @param theBrowser The web client in which the tests will run. It cannot be null.
* @param theTestFile QUnit test file. It cannot be null.
* @throws java.net.MalformedURLException If the file path cannot be parsed as a URL
*/
public TestHandler(final WebClient theBrowser, final URL theTestUrl) {
Validate.notNull(theBrowser, "The web client cannot be null.");
Validate.notNull(theTestUrl, "The test URL cannot be null.");
browser = theBrowser;
testUrl = theTestUrl;
}
/**
* Computes the interest rate sensitivity of future price.
*
* @param future The future security.
* @param curves The curves.
* @return The curve sensitivity.
*/
@Override
public InterestRateCurveSensitivity priceCurveSensitivity(
final FederalFundsFutureSecurity future, final YieldCurveBundle curves) {
Validate.notNull(future, "Future");
Validate.notNull(curves, "Curves");
int nbFixing = future.getFixingPeriodAccrualFactor().length;
YieldAndDiscountCurve ois = curves.getCurve(future.getOISCurveName());
double[] df = new double[nbFixing + 1];
for (int loopfix = 0; loopfix < nbFixing + 1; loopfix++) {
df[loopfix] = ois.getDiscountFactor(future.getFixingPeriodTime()[loopfix]);
}
// Backward sweep
double priceBar = 1.0;
double interestBar = -1.0 / future.getFixingTotalAccrualFactor() * priceBar;
double[] dfBar = new double[nbFixing + 1];
for (int loopfix = 0; loopfix < nbFixing; loopfix++) {
dfBar[loopfix] += 1.0 / df[loopfix + 1] * interestBar;
dfBar[loopfix + 1] += -df[loopfix] / (df[loopfix + 1] * df[loopfix + 1]) * interestBar;
}
Map<String, List<DoublesPair>> resultMap = new HashMap<String, List<DoublesPair>>();
List<DoublesPair> listOIS = new ArrayList<DoublesPair>();
for (int loopfix = 0; loopfix < nbFixing + 1; loopfix++) {
listOIS.add(
new DoublesPair(
future.getFixingPeriodTime()[loopfix],
-future.getFixingPeriodTime()[loopfix] * df[loopfix] * dfBar[loopfix]));
}
resultMap.put(future.getOISCurveName(), listOIS);
InterestRateCurveSensitivity result = new InterestRateCurveSensitivity(resultMap);
return result;
}
public <O extends ObjectType> O resolveObject(ObjectReferenceType ref) {
Validate.notNull(ref.getOid(), "Object oid must not be null");
Validate.notNull(ref.getType(), "Object type must not be null");
Class type = prismContext.getSchemaRegistry().determineCompileTimeClass(ref.getType());
return resolveObject(type, ref.getOid());
}
@Override
public String setOutputProperty(String name, String value) {
Validate.notEmpty(name, "name cannot be null");
Validate.notEmpty(value, "value cannot be null");
return this.outputProperties.put(name, value);
}
/** Creates the InmutableURIAndCtx. */
public InmutableURIAndCtx(final URI uri, final Map<String, Object> ctx) {
Validate.notNull(uri);
Validate.notNull(ctx);
this.uri = uri;
this.ctx = Collections.unmodifiableMap(ctx);
}
@Override
public Double visitVarianceSwap(
final VarianceSwap derivative, final EquityOptionDataBundle market) {
Validate.notNull(market);
Validate.notNull(derivative);
return PRICER.presentValue(derivative, market);
}
/**
* This calculates the sensitivity of the present value (PV) to a unit move in the forward. The
* volatility surface remains unchanged.
*
* @param swap the VarianceSwap
* @param market the VarianceSwapDataBundle
* @param relShift Relative size of shift made in centered-finite difference approximation.
* @return A Double. Currency amount per unit amount change in the black volatility
*/
@SuppressWarnings({})
public Double calcForwardSensitivity(
final VarianceSwap swap, final VarianceSwapDataBundle market, final double relShift) {
Validate.notNull(swap, "null VarianceSwap");
Validate.notNull(market, "null VarianceSwapDataBundle");
final VarianceSwapPresentValueCalculator pricer =
VarianceSwapPresentValueCalculator.getInstance();
// Shift UP
VarianceSwapDataBundle bumpedMarket =
new VarianceSwapDataBundle(
market.getVolatilitySurface(),
market.getDiscountCurve(),
market.getForwardCurve().withFractionalShift(relShift));
final double pvUp = pricer.visitVarianceSwap(swap, bumpedMarket);
// Shift Down
bumpedMarket =
new VarianceSwapDataBundle(
market.getVolatilitySurface(),
market.getDiscountCurve(),
market.getForwardCurve().withFractionalShift(-relShift));
final double pvDown = pricer.visitVarianceSwap(swap, bumpedMarket);
final double t = swap.getTimeToSettlement();
final double fwd = market.getForwardCurve().getForward(t);
// Centered-difference result
return (pvUp - pvDown) / 2.0 / relShift / fwd;
}
