//-------------------------------------------------------------------------
public virtual void test_getSensitivity()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of(ENTRY_USD);
assertEquals(test.getSensitivity(NAME1, USD), ENTRY_USD);
assertThrowsIllegalArg(() => test.getSensitivity(NAME1, EUR));
assertThrowsIllegalArg(() => test.getSensitivity(NAME0, USD));
assertThrowsIllegalArg(() => test.getSensitivity(NAME0, EUR));
}
//-------------------------------------------------------------------------
public virtual void test_multipliedBy_currency()
{
CurrencyParameterSensitivities multiplied = SENSI_2.multipliedBy(USD, FACTOR1);
assertEquals(multiplied.size(), 2);
DoubleArray test1 = multiplied.getSensitivity(NAME1, USD).Sensitivity;
for (int i = 0; i < VECTOR1.size(); i++)
{
assertEquals(test1.get(i), VECTOR2.get(i) * FACTOR1);
}
DoubleArray test2 = multiplied.getSensitivity(NAME2, USD).Sensitivity;
for (int i = 0; i < VECTOR1.size(); i++)
{
assertEquals(test2.get(i), VECTOR3.get(i) * FACTOR1);
}
}
