Ejemplo n.º 1
0
        public virtual void test_combinedWith_mutable()
        {
            FxIndexSensitivity        @base    = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, SENSITIVITY_VALUE);
            MutablePointSensitivities expected = new MutablePointSensitivities();

            expected.add(@base);
            PointSensitivityBuilder test = @base.combinedWith(new MutablePointSensitivities());

            assertEquals(test, expected);
        }
Ejemplo n.º 2
0
        //-------------------------------------------------------------------------
        public virtual void test_combinedWith()
        {
            FxIndexSensitivity        base1    = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, SENSITIVITY_VALUE);
            FxIndexSensitivity        base2    = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, 4.25d);
            MutablePointSensitivities expected = new MutablePointSensitivities();

            expected.add(base1).add(base2);
            PointSensitivityBuilder test = base1.combinedWith(base2);

            assertEquals(test, expected);
        }