//------------------------------------------------------------------------- public virtual void test_empty() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.empty(); assertEquals(test.size(), 0); assertEquals(test.Sensitivities.size(), 0); }
public virtual void test_multipliedBy_vs_combinedWith() { CrossGammaParameterSensitivities multiplied = SENSI_2.multipliedBy(2d); CrossGammaParameterSensitivities added = SENSI_2.combinedWith(SENSI_2); assertEquals(multiplied, added); }
public virtual void test_of_list_none() { ImmutableList <CrossGammaParameterSensitivity> list = ImmutableList.of(); CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(list); assertEquals(test.size(), 0); }
public virtual void test_of_single() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD); assertEquals(test.size(), 1); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD)); }
public virtual void test_of_list_normalized() { ImmutableList <CrossGammaParameterSensitivity> list = ImmutableList.of(ENTRY_USD, ENTRY_USD2); CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(list); assertEquals(test.size(), 1); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL)); }
public virtual void test_findSensitivity() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD); assertEquals(test.findSensitivity(NAME1, USD), ENTRY_USD); assertEquals(test.findSensitivity(NAME1, EUR), null); assertEquals(test.findSensitivity(NAME0, USD), null); assertEquals(test.findSensitivity(NAME0, EUR), null); }
//------------------------------------------------------------------------- public virtual void test_getSensitivity() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD); assertEquals(test.getSensitivity(NAME1, USD), ENTRY_USD); assertThrowsIllegalArg(() => test.getSensitivity(NAME1, EUR)); assertThrowsIllegalArg(() => test.getSensitivity(NAME0, USD)); assertThrowsIllegalArg(() => test.getSensitivity(NAME0, EUR)); }
public virtual void test_mapSensitivities() { CrossGammaParameterSensitivities multiplied = SENSI_1.mapSensitivities(a => 1 / a); DoubleMatrix test = multiplied.Sensitivities.get(0).Sensitivity; for (int i = 0; i < MATRIX_USD1.columnCount(); i++) { for (int j = 0; j < MATRIX_USD1.rowCount(); j++) { assertEquals(test.get(i, j), 1 / MATRIX_USD1.get(i, j)); } } }
//------------------------------------------------------------------------- public virtual void coverage() { coverImmutableBean(CrossGammaParameterSensitivities.empty()); coverImmutableBean(SENSI_1); coverBeanEquals(SENSI_1, SENSI_2); }
//------------------------------------------------------------------------- public virtual void test_equalWithTolerance() { CrossGammaParameterSensitivities sensUsdTotal = CrossGammaParameterSensitivities.of(ENTRY_USD_TOTAL); CrossGammaParameterSensitivities sensEur = CrossGammaParameterSensitivities.of(ENTRY_EUR); CrossGammaParameterSensitivities sens1plus2 = SENSI_1.combinedWith(ENTRY_USD2); CrossGammaParameterSensitivities sensZeroA = CrossGammaParameterSensitivities.of(ENTRY_ZERO3); CrossGammaParameterSensitivities sensZeroB = CrossGammaParameterSensitivities.of(ENTRY_ZERO0); CrossGammaParameterSensitivities sens1plus2plus0a = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0); CrossGammaParameterSensitivities sens1plus2plus0b = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO3); CrossGammaParameterSensitivities sens1plus2plus0 = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0).combinedWith(ENTRY_ZERO3); CrossGammaParameterSensitivities sens2plus0 = SENSI_2.combinedWith(sensZeroA); assertEquals(SENSI_1.equalWithTolerance(sensZeroA, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(SENSI_1, TOLERENCE_CMP), true); assertEquals(SENSI_1.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sensZeroA, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(SENSI_2, TOLERENCE_CMP), true); assertEquals(SENSI_2.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sens2plus0, TOLERENCE_CMP), true); assertEquals(sensZeroA.equalWithTolerance(sensZeroA, TOLERENCE_CMP), true); assertEquals(sensZeroA.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sensZeroB, TOLERENCE_CMP), true); assertEquals(sensZeroB.equalWithTolerance(sensZeroB, TOLERENCE_CMP), true); assertEquals(sensZeroB.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sensZeroA, TOLERENCE_CMP), true); assertEquals(sens1plus2.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true); assertEquals(sens1plus2.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true); assertEquals(sens1plus2.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true); assertEquals(sens2plus0.equalWithTolerance(sens2plus0, TOLERENCE_CMP), true); assertEquals(sensZeroA.equalWithTolerance(CrossGammaParameterSensitivities.empty(), TOLERENCE_CMP), true); assertEquals(CrossGammaParameterSensitivities.empty().equalWithTolerance(sensZeroA, TOLERENCE_CMP), true); }
public virtual void test_convertedTo_multipleCurrency_mergeWhenSameName() { CrossGammaParameterSensitivities test = SENSI_1.combinedWith(ENTRY_USD2_IN_EUR).convertedTo(USD, FX_RATE); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL)); }
public virtual void test_convertedTo_multipleCurrency() { CrossGammaParameterSensitivities test = SENSI_2.convertedTo(USD, FX_RATE); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD2, ENTRY_EUR_IN_USD)); }
public virtual void test_combinedWith_empty() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.empty().combinedWith(SENSI_1); assertEquals(test, SENSI_1); }
public virtual void test_combinedWith_other() { CrossGammaParameterSensitivities test = SENSI_1.combinedWith(SENSI_2); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL, ENTRY_EUR)); }
public virtual void test_combinedWith_one_normalized() { CrossGammaParameterSensitivities test = SENSI_1.combinedWith(ENTRY_USD2); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL)); }
//------------------------------------------------------------------------- public virtual void test_convertedTo_singleCurrency() { CrossGammaParameterSensitivities test = SENSI_1.convertedTo(USD, FxMatrix.empty()); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD)); }
public virtual void test_of_array_none() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(); assertEquals(test.size(), 0); }