public virtual void formatForDisplay()
{
CurrencyParameterSensitivity sensitivity = CurrencyParameterSensitivity.of(CurveName.of("foo"), Currency.AED, DoubleArray.of(1, 2, 3));
string str = CurrencyParameterSensitivityValueFormatter.INSTANCE.formatForDisplay(sensitivity);
assertThat(str).isEqualTo("1 = 1.00 | 2 = 2.00 | 3 = 3.00 ");
}
public virtual void formatForCsv()
{
CurrencyParameterSensitivity sensitivity = CurrencyParameterSensitivity.of(CurveName.of("foo"), Currency.AED, DoubleArray.of(10, 20, 30));
string str = CurrencyParameterSensitivityValueFormatter.INSTANCE.formatForCsv(sensitivity);
assertThat(str).isEqualTo("1 = 10 | 2 = 20 | 3 = 30");
}
static MarketQuoteSensitivityCalculatorTest()
{
CurrencyParameterSensitivity sensi1 = CurrencyParameterSensitivity.of(CURVE_NAME_1, USD, SENSI_1);
CurrencyParameterSensitivity sensi2 = CurrencyParameterSensitivity.of(CURVE_NAME_2, GBP, SENSI_2);
ZeroRateDiscountFactors dscIssuer = ZeroRateDiscountFactors.of(USD, DATE, CURVE_1);
ZeroRateDiscountFactors dscRepo = ZeroRateDiscountFactors.of(GBP, DATE, CURVE_2);
PARAMETER_SENSITIVITIES = CurrencyParameterSensitivities.of(sensi1, sensi2);
PROVIDER = ImmutableLegalEntityDiscountingProvider.builder().issuerCurves(ImmutableMap.of(Pair.of(GROUP_ISSUER, USD), dscIssuer)).issuerCurveGroups(ImmutableMap.of(ID_ISSUER, GROUP_ISSUER)).repoCurves(ImmutableMap.of(Pair.of(GROUP_REPO_SECURITY, GBP), dscRepo)).repoCurveSecurityGroups(ImmutableMap.of(ID_SECURITY, GROUP_REPO_SECURITY)).build();
}
