public virtual void test_of_single()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of(ENTRY_USD);
assertEquals(test.size(), 1);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD));
}
//-------------------------------------------------------------------------
public virtual void test_empty()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.empty();
assertEquals(test.size(), 0);
assertEquals(test.Sensitivities.size(), 0);
}
public virtual void test_of_list_none()
{
ImmutableList <CurrencyParameterSensitivity> list = ImmutableList.of();
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of(list);
assertEquals(test.size(), 0);
}
public virtual void test_of_list_normalized()
{
ImmutableList <CurrencyParameterSensitivity> list = ImmutableList.of(ENTRY_USD, ENTRY_USD2);
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of(list);
assertEquals(test.size(), 1);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL));
}
//-------------------------------------------------------------------------
public virtual void test_multipliedBy_currency()
{
CurrencyParameterSensitivities multiplied = SENSI_2.multipliedBy(USD, FACTOR1);
assertEquals(multiplied.size(), 2);
DoubleArray test1 = multiplied.getSensitivity(NAME1, USD).Sensitivity;
for (int i = 0; i < VECTOR1.size(); i++)
{
assertEquals(test1.get(i), VECTOR2.get(i) * FACTOR1);
}
DoubleArray test2 = multiplied.getSensitivity(NAME2, USD).Sensitivity;
for (int i = 0; i < VECTOR1.size(); i++)
{
assertEquals(test2.get(i), VECTOR3.get(i) * FACTOR1);
}
}
public virtual void test_of_array_none()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of();
assertEquals(test.size(), 0);
}
