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From pgarg <pg...@gridgain.com>
Subject Re: Perfomance Java 8 lambdas
Date Fri, 08 May 2015 23:14:28 GMT
/commented by vladimir/

I'm used this parameters:

Credit[] portfolio = new Credit[5000]; Random rnd = new Random();

// Generate some test portfolio items.
for (int i = 0; i < portfolio.length; i++) {
    portfolio[i] = new Credit(
        50000 * rnd.nextDouble(), // Credit amount.
        rnd.nextInt(1000), // Credit term in days.
        rnd.nextDouble() / 10, // APR.
        rnd.nextDouble() / 20 + 0.02 // EDF.
    );
}

// Forecast horizon in days.
int horizon = 365;

// Number of Monte-Carlo iterations.
int iter = 1000000;

// Percentile.
double percentile = 0.95;

----- 
/This post is migrated from now discontinued Apache Ignite forum at 
http://apacheignite.readme.io/v1.0/discuss/



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