public virtual void test_combinedWith_mutable()
{
IborCapletFloorletSabrSensitivity @base = IborCapletFloorletSabrSensitivity.of(NAME, EXPIRY, SabrParameterType.ALPHA, GBP, 32d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(@base);
PointSensitivityBuilder test = @base.combinedWith(new MutablePointSensitivities());
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
IborCapletFloorletSabrSensitivity base1 = IborCapletFloorletSabrSensitivity.of(NAME, EXPIRY, SabrParameterType.ALPHA, GBP, 32d);
IborCapletFloorletSabrSensitivity base2 = IborCapletFloorletSabrSensitivity.of(NAME, EXPIRY, SabrParameterType.ALPHA, GBP, 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
