public virtual void test_multiplyBy()
{
MutablePointSensitivities test = new MutablePointSensitivities();
test.addAll(Lists.newArrayList(CS3, CS2, CS1));
test.multipliedBy(2d);
assertEquals(test.Sensitivities, ImmutableList.of(CS3.withSensitivity(64d), CS2.withSensitivity(44d), CS1.withSensitivity(24d)));
}
// inserts a sensitivity into the mutable list in the right location
// merges the entry with an existing entry if the key matches
private static void insert(IList <PointSensitivity> mutable, PointSensitivity addition)
{
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
int index = Collections.binarySearch(mutable, addition, PointSensitivity::compareKey);
if (index >= 0)
{
PointSensitivity @base = mutable[index];
double combined = @base.Sensitivity + addition.Sensitivity;
mutable[index] = @base.withSensitivity(combined);
}
else
{
int insertionPoint = -(index + 1);
mutable.Insert(insertionPoint, addition);
}
}
public virtual void test_convertedTo_multipleCurrency()
{
double rate = 1.5d;
FxMatrix matrix = FxMatrix.of(CurrencyPair.of(GBP, USD), rate);
PointSensitivities @base = PointSensitivities.of(Lists.newArrayList(CS4, CS3, CS1));
PointSensitivities test1 = @base.convertedTo(USD, matrix);
PointSensitivity c1Conv = CS1.convertedTo(USD, matrix);
PointSensitivity c3Conv = CS3.convertedTo(USD, matrix);
PointSensitivity c3c4Usd = c3Conv.withSensitivity(c3Conv.Sensitivity + CS4.Sensitivity);
PointSensitivities expected1 = PointSensitivities.of(Lists.newArrayList(c3c4Usd, c1Conv));
assertEquals(test1.normalized(), expected1.normalized());
PointSensitivities test2 = @base.convertedTo(GBP, matrix);
PointSensitivity c4Conv = CS4.convertedTo(GBP, matrix);
PointSensitivity c3c4GBP = CS3.withSensitivity(CS3.Sensitivity + c4Conv.Sensitivity);
PointSensitivities expected2 = PointSensitivities.of(Lists.newArrayList(c3c4GBP, CS1));
assertEquals(test2.normalized(), expected2.normalized());
}