From 62c08453dc7386978913c9e8549fc507436620c5 Mon Sep 17 00:00:00 2001
From: Will Nicholson <will@opengamma.com>
Date: Thu, 28 Feb 2019 13:17:09 +0000
Subject: [PATCH] Add MapStream method to NodalCurve, similar to
 CurrencyParameterSensitivity (#1898)

* Add `values` stream to NodalCurve

* Test
---
 .../opengamma/strata/market/curve/NodalCurve.java   | 13 +++++++++++++
 .../strata/market/curve/ConstantNodalCurveTest.java |  2 ++
 .../market/curve/InflationNodalCurveTest.java       |  3 +++
 .../market/curve/InterpolatedNodalCurveTest.java    |  2 ++
 4 files changed, 20 insertions(+)

diff --git a/modules/market/src/main/java/com/opengamma/strata/market/curve/NodalCurve.java b/modules/market/src/main/java/com/opengamma/strata/market/curve/NodalCurve.java
index ee20be682a..3f3bdb852a 100644
--- a/modules/market/src/main/java/com/opengamma/strata/market/curve/NodalCurve.java
+++ b/modules/market/src/main/java/com/opengamma/strata/market/curve/NodalCurve.java
@@ -5,6 +5,7 @@
  */
 package com.opengamma.strata.market.curve;
 
+import com.opengamma.strata.collect.MapStream;
 import com.opengamma.strata.collect.array.DoubleArray;
 import com.opengamma.strata.market.param.ParameterMetadata;
 import com.opengamma.strata.market.param.ParameterPerturbation;
@@ -91,6 +92,18 @@ public default ParameterMetadata getParameterMetadata(int parameterIndex) {
    */
   public abstract NodalCurve withValues(DoubleArray xValues, DoubleArray yValues);
 
+  //-------------------------------------------------------------------------
+  /**
+   * Converts this instance to a stream of y-values, keyed by the x-values.
+   * <p>
+   * This returns a {@link MapStream} keyed by the x-values.
+   *
+   * @return a map stream containing the x-values and the y-values
+   */
+  public default MapStream<Double, Double> values() {
+    return MapStream.zip(getXValues().stream().boxed(), getYValues().stream().boxed());
+  }
+
   //-------------------------------------------------------------------------
   @Override
   public abstract NodalCurve withParameter(int parameterIndex, double newValue);
diff --git a/modules/market/src/test/java/com/opengamma/strata/market/curve/ConstantNodalCurveTest.java b/modules/market/src/test/java/com/opengamma/strata/market/curve/ConstantNodalCurveTest.java
index 83a4cc60c0..7954f27155 100644
--- a/modules/market/src/test/java/com/opengamma/strata/market/curve/ConstantNodalCurveTest.java
+++ b/modules/market/src/test/java/com/opengamma/strata/market/curve/ConstantNodalCurveTest.java
@@ -14,6 +14,7 @@
 
 import org.testng.annotations.Test;
 
+import com.google.common.collect.ImmutableMap;
 import com.opengamma.strata.collect.array.DoubleArray;
 import com.opengamma.strata.market.ValueType;
 import com.opengamma.strata.market.param.ParameterMetadata;
@@ -90,6 +91,7 @@ public void test_values() {
     assertThat(test.yValueParameterSensitivity(10.2421).getMarketDataName()).isEqualTo(CURVE_NAME);
     assertThat(test.yValueParameterSensitivity(10.2421).getSensitivity()).isEqualTo(DoubleArray.of(1d));
     assertThat(test.firstDerivative(10.2421)).isEqualTo(0d);
+    assertThat(test.values().toMap()).isEqualTo(ImmutableMap.of(XVALUE, YVALUE));
   }
 
   //-------------------------------------------------------------------------
diff --git a/modules/market/src/test/java/com/opengamma/strata/market/curve/InflationNodalCurveTest.java b/modules/market/src/test/java/com/opengamma/strata/market/curve/InflationNodalCurveTest.java
index daad253193..176715dc1f 100644
--- a/modules/market/src/test/java/com/opengamma/strata/market/curve/InflationNodalCurveTest.java
+++ b/modules/market/src/test/java/com/opengamma/strata/market/curve/InflationNodalCurveTest.java
@@ -9,6 +9,7 @@
 import static com.opengamma.strata.collect.TestHelper.coverBeanEquals;
 import static com.opengamma.strata.collect.TestHelper.coverImmutableBean;
 import static java.time.temporal.ChronoUnit.MONTHS;
+import static org.assertj.core.api.Assertions.assertThat;
 import static org.testng.Assert.assertEquals;
 
 import java.time.LocalDate;
@@ -17,6 +18,7 @@
 
 import org.testng.annotations.Test;
 
+import com.opengamma.strata.collect.MapStream;
 import com.opengamma.strata.collect.array.DoubleArray;
 import com.opengamma.strata.market.ShiftType;
 import com.opengamma.strata.market.curve.interpolator.CurveInterpolator;
@@ -197,6 +199,7 @@ public void coverage() {
         .of(CURVE2_NOFIX, VAL_DATE_2, LAST_FIX_MONTH_2, LAST_FIX_VALUE + 1.0d,
             SEASONALITY_ADDITIVE_DEF);
     coverBeanEquals(test, test2);
+    assertThat(test.values().toMap()).isEqualTo(MapStream.zip(TIMES.stream().boxed(), VALUES.stream().boxed()).toMap());
   }
 
   public void test_serialization() {
diff --git a/modules/market/src/test/java/com/opengamma/strata/market/curve/InterpolatedNodalCurveTest.java b/modules/market/src/test/java/com/opengamma/strata/market/curve/InterpolatedNodalCurveTest.java
index 542fb62ad4..bb8d5e6b70 100644
--- a/modules/market/src/test/java/com/opengamma/strata/market/curve/InterpolatedNodalCurveTest.java
+++ b/modules/market/src/test/java/com/opengamma/strata/market/curve/InterpolatedNodalCurveTest.java
@@ -18,6 +18,7 @@
 
 import org.testng.annotations.Test;
 
+import com.google.common.collect.ImmutableMap;
 import com.opengamma.strata.basics.currency.Currency;
 import com.opengamma.strata.collect.array.DoubleArray;
 import com.opengamma.strata.market.ValueType;
@@ -249,6 +250,7 @@ public void coverage() {
         .extrapolatorRight(CurveExtrapolators.LOG_LINEAR)
         .build();
     coverBeanEquals(test, test2);
+    assertThat(test.values().toMap()).isEqualTo(ImmutableMap.of(1d, 5d, 2d, 7d, 3d, 8d));
   }
 
   public void test_serialization() {