//-------------------------------------------------------------------------
public virtual void coverage()
{
FxRateShifts test1 = FxRateShifts.of(ShiftType.SCALED, SHIFT_AMOUNT_2, EURUSD);
coverImmutableBean(test1);
FxRateShifts test2 = FxRateShifts.of(ShiftType.ABSOLUTE, SHIFT_AMOUNT_1, USDEUR);
coverBeanEquals(test1, test2);
}
public virtual void test_of()
{
FxRateShifts test = FxRateShifts.of(ShiftType.SCALED, SHIFT_AMOUNT_2, EURUSD);
assertEquals(test.CurrencyPair, EURUSD);
assertEquals(test.ScenarioCount, 3);
assertEquals(test.ShiftAmount, SHIFT_AMOUNT_2);
assertEquals(test.ShiftType, ShiftType.SCALED);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FxRateShifts other = (FxRateShifts)obj;
return(JodaBeanUtils.equal(shiftType, other.shiftType) && JodaBeanUtils.equal(shiftAmount, other.shiftAmount) && JodaBeanUtils.equal(currencyPair, other.currencyPair));
}
return(false);
}
public virtual void test_applyTo()
{
MarketDataBox <FxRate> marketData = MarketDataBox.ofSingleValue(FX_RATE);
FxRateShifts testScaled = FxRateShifts.of(ShiftType.SCALED, SHIFT_AMOUNT_2, EURUSD);
MarketDataBox <FxRate> computedScaled = testScaled.applyTo(marketData, REF_DATA);
MarketDataBox <FxRate> expectedScaled = MarketDataBox.ofScenarioValues(ImmutableList.of(FxRate.of(EURUSD, BASE_RATE * SHIFT_AMOUNT_2.get(0)), FxRate.of(EURUSD, BASE_RATE * SHIFT_AMOUNT_2.get(1)), FxRate.of(EURUSD, BASE_RATE * SHIFT_AMOUNT_2.get(2))));
assertEquals(computedScaled, expectedScaled);
FxRateShifts testScaledInv = FxRateShifts.of(ShiftType.SCALED, SHIFT_AMOUNT_2, USDEUR);
MarketDataBox <FxRate> computedScaledInv = testScaledInv.applyTo(marketData, REF_DATA);
MarketDataBox <FxRate> expectedScaledInv = MarketDataBox.ofScenarioValues(ImmutableList.of(FxRate.of(USDEUR, 1d / BASE_RATE * SHIFT_AMOUNT_2.get(0)), FxRate.of(USDEUR, 1d / BASE_RATE * SHIFT_AMOUNT_2.get(1)), FxRate.of(USDEUR, 1d / BASE_RATE * SHIFT_AMOUNT_2.get(2))));
assertEquals(computedScaledInv, expectedScaledInv);
FxRateShifts testAbsolute = FxRateShifts.of(ShiftType.ABSOLUTE, SHIFT_AMOUNT_1, EURUSD);
MarketDataBox <FxRate> computedAbsolute = testAbsolute.applyTo(marketData, REF_DATA);
MarketDataBox <FxRate> expectedAbsolute = MarketDataBox.ofScenarioValues(ImmutableList.of(FxRate.of(EURUSD, BASE_RATE + SHIFT_AMOUNT_1.get(0)), FxRate.of(EURUSD, BASE_RATE + SHIFT_AMOUNT_1.get(1)), FxRate.of(EURUSD, BASE_RATE + SHIFT_AMOUNT_1.get(2))));
assertEquals(computedAbsolute, expectedAbsolute);
FxRateShifts testRelative = FxRateShifts.of(ShiftType.RELATIVE, SHIFT_AMOUNT_1, EURUSD);
MarketDataBox <FxRate> computedRelative = testRelative.applyTo(marketData, REF_DATA);
MarketDataBox <FxRate> expectedRelative = MarketDataBox.ofScenarioValues(ImmutableList.of(FxRate.of(EURUSD, BASE_RATE * (1d + SHIFT_AMOUNT_1.get(0))), FxRate.of(EURUSD, BASE_RATE * (1d + SHIFT_AMOUNT_1.get(1))), FxRate.of(EURUSD, BASE_RATE * (1d + SHIFT_AMOUNT_1.get(2)))));
assertEquals(computedRelative, expectedRelative);
}
