//-------------------------------------------------------------------------
public virtual void test_of()
{
ParameterSize test = ParameterSize.of(CURVE_NAME, 3);
assertEquals(test.Name, CURVE_NAME);
assertEquals(test.ParameterCount, 3);
}
//-------------------------------------------------------------------------
/// <summary>
/// Combines two or more instances to form a single sensitivity instance.
/// <para>
/// The result will store information about the separate instances allowing it to be <seealso cref="#split()"/> later.
///
/// </para>
/// </summary>
/// <param name="marketDataName"> the combined name of the market data that the sensitivity refers to </param>
/// <param name="sensitivities"> the sensitivity instances to combine, two or more </param>
/// <returns> the combined sensitivity object </returns>
public static UnitParameterSensitivity combine <T1>(MarketDataName <T1> marketDataName, params UnitParameterSensitivity[] sensitivities)
{
ArgChecker.notEmpty(sensitivities, "sensitivities");
if (sensitivities.Length < 2)
{
throw new System.ArgumentException("At least two sensitivity instances must be specified");
}
int size = Stream.of(sensitivities).mapToInt(s => s.ParameterCount).sum();
double[] combinedSensitivities = new double[size];
ImmutableList.Builder <ParameterMetadata> combinedMeta = ImmutableList.builder();
ImmutableList.Builder <ParameterSize> split = ImmutableList.builder();
int count = 0;
for (int i = 0; i < sensitivities.Length; i++)
{
UnitParameterSensitivity sens = sensitivities[i];
Array.Copy(sens.Sensitivity.toArrayUnsafe(), 0, combinedSensitivities, count, sens.ParameterCount);
combinedMeta.addAll(sens.ParameterMetadata);
split.add(ParameterSize.of(sens.MarketDataName, sens.ParameterCount));
count += sens.ParameterCount;
}
return(new UnitParameterSensitivity(marketDataName, combinedMeta.build(), DoubleArray.ofUnsafe(combinedSensitivities), split.build()));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ParameterSize test = ParameterSize.of(CURVE_NAME, 3);
coverImmutableBean(test);
ParameterSize test2 = ParameterSize.of(CurveName.of("Foo"), 4);
coverBeanEquals(test, test2);
}
public virtual void test_serialization()
{
ParameterSize test = ParameterSize.of(CURVE_NAME, 3);
assertSerialization(test);
}
