public virtual void test_diagonal()
{
CrossGammaParameterSensitivity @base = CrossGammaParameterSensitivity.of(NAME1, METADATA_USD1, USD, MATRIX_USD1);
CurrencyParameterSensitivity test = @base.diagonal();
DoubleArray value = DoubleArray.of(MATRIX_USD1.get(0, 0), MATRIX_USD1.get(1, 1));
assertEquals(test, CurrencyParameterSensitivity.of(NAME1, METADATA_USD1, USD, value));
}
public virtual void test_diagonal_eurUsd()
{
CrossGammaParameterSensitivity @base = CrossGammaParameterSensitivity.of(NAME1, METADATA_USD1, ImmutableList.of(Pair.of(NAME1, METADATA_USD1), Pair.of(NAME2, METADATA_EUR1)), USD, MATRIX_USD_EUR);
CurrencyParameterSensitivity test = @base.diagonal();
DoubleArray value = DoubleArray.of(MATRIX_USD1.get(0, 0), MATRIX_USD1.get(1, 1));
assertEquals(test, CurrencyParameterSensitivity.of(NAME1, METADATA_USD1, USD, value));
}
public virtual void test_diagonal()
{
assertEquals(SENSI_2.diagonal().size(), 2);
assertEquals(SENSI_2.diagonal().getSensitivity(NAME1, USD), ENTRY_USD2.diagonal());
assertEquals(SENSI_2.diagonal().getSensitivity(NAME2, EUR), ENTRY_EUR.diagonal());
assertEquals(SENSI_3.diagonal().getSensitivity(NAME1, USD), ENTRY_USD12.diagonal());
assertEquals(SENSI_3.diagonal().getSensitivity(NAME2, USD), ENTRY_USD21.diagonal());
}
