//-------------------------------------------------------------------------
private void assertSens(CurveSensitivities sens, CurveSensitivitiesType type, string curveNameStr, Currency currency, string tenors, params double[] values)
{
CurveName curveName = CurveName.of(curveNameStr);
CurrencyParameterSensitivity sensitivity = sens.getTypedSensitivity(type).getSensitivity(curveName, currency);
assertEquals(sensitivity.MarketDataName, CurveName.of(curveNameStr));
assertEquals(sensitivity.Currency, currency);
assertEquals(metadataString(sensitivity.ParameterMetadata), tenors);
assertEquals(sensitivity.Sensitivity, DoubleArray.ofUnsafe(values));
}
public void test_parse_grid_dateInTenorColumn()
{
CharSource source = CharSource.wrap("Sensitivity Type,Sensitivity Tenor,GBP\n" + "ZeroRateGamma,2018-06-30,1\n");
assertEquals(LOADER_DATE.isKnownFormat(source), true);
ValueWithFailures <ListMultimap <string, CurveSensitivities> > test = LOADER_DATE.parse(ImmutableList.of(source));
assertEquals(test.Failures.size(), 0, test.Failures.ToString());
assertEquals(test.Value.size(), 1);
IList <CurveSensitivities> list = test.Value.get("");
assertEquals(list.Count, 1);
CurveSensitivities csens0 = list[0];
assertEquals(csens0.TypedSensitivities.size(), 1);
CurrencyParameterSensitivities cpss = csens0.getTypedSensitivity(ZERO_RATE_GAMMA);
assertEquals(cpss.Sensitivities.size(), 1);
CurrencyParameterSensitivity cps = cpss.Sensitivities.get(0);
assertEquals(cps.ParameterMetadata.size(), 1);
assertEquals(cps.ParameterMetadata.get(0), LabelDateParameterMetadata.of(date(2018, 6, 30), "2018-06-30"));
}