Ejemplo n.º 1
0
        public virtual void test_createParameterSensitivity_unit()
        {
            Surface test = new TestingSurface(2d);

            assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).MarketDataName, SURFACE_NAME);
            assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).ParameterCount, 1);
            assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).ParameterMetadata, ImmutableList.of(PARAM_META));
            assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).Sensitivity, DoubleArray.of(2d));
        }
Ejemplo n.º 2
0
        public virtual void test_withPerturbation()
        {
            Surface test = new TestingSurface(2d);

            assertEquals(test.withPerturbation((i, v, m) => v + 1).getParameter(0), 3d);
        }