//-------------------------------------------------------------------------
public virtual void test_build()
{
InflationRateSensitivity @base = InflationRateSensitivity.of(GB_HICP_OBS, 3.5);
PointSensitivities test = @base.build();
assertEquals(test.Sensitivities, ImmutableList.of(@base));
}
public virtual void pointAndParameterPriceIndex()
{
double eps = 1.0e-13;
LocalDate valuationDate = LocalDate.of(2014, 1, 22);
DoubleArray x = DoubleArray.of(0.5, 1.0, 2.0);
DoubleArray y = DoubleArray.of(224.2, 262.6, 277.5);
CurveInterpolator interp = CurveInterpolators.NATURAL_CUBIC_SPLINE;
string curveName = "GB_RPI_CURVE";
InterpolatedNodalCurve interpCurve = InterpolatedNodalCurve.of(Curves.prices(curveName), x, y, interp);
ImmutableRatesProvider provider = ImmutableRatesProvider.builder(VAL_DATE).priceIndexCurve(GB_RPI, interpCurve).timeSeries(GB_RPI, LocalDateDoubleTimeSeries.of(date(2013, 11, 30), 200)).build();
double pointSensiValue = 2.5;
YearMonth refMonth = YearMonth.from(valuationDate.plusMonths(9));
InflationRateSensitivity pointSensi = InflationRateSensitivity.of(PriceIndexObservation.of(GB_RPI, refMonth), pointSensiValue);
CurrencyParameterSensitivities computed = provider.parameterSensitivity(pointSensi.build());
DoubleArray sensiComputed = computed.Sensitivities.get(0).Sensitivity;
InflationRateSensitivity pointSensi1 = InflationRateSensitivity.of(PriceIndexObservation.of(GB_RPI, refMonth), 1);
DoubleArray sensiExpectedUnit = provider.priceIndexValues(GB_RPI).parameterSensitivity(pointSensi1).Sensitivities.get(0).Sensitivity;
assertTrue(sensiComputed.equalWithTolerance(sensiExpectedUnit.multipliedBy(pointSensiValue), eps));
}
