Example #1
0
        //-------------------------------------------------------------------------
        public virtual void test_mergedWith()
        {
            CurrencyParameterSensitivity   entry1 = CurrencyParameterSensitivity.of(NAME1, METADATA1B, USD, VECTOR_USD1);
            CurrencyParameterSensitivity   entry2 = CurrencyParameterSensitivity.of(NAME1, METADATA1B.subList(0, 2), USD, VECTOR_USD1.subArray(0, 2));
            CurrencyParameterSensitivities base1  = CurrencyParameterSensitivities.of(entry1);
            CurrencyParameterSensitivities base2  = CurrencyParameterSensitivities.of(entry2);
            CurrencyParameterSensitivities test   = base1.mergedWith(base2);

            assertEquals(test.Sensitivities.size(), 1);
            assertEquals(test.Sensitivities.get(0).ParameterMetadata, METADATA1B);
            assertEquals(test.Sensitivities.get(0).Sensitivity, DoubleArray.of(200, 400, 300, 123));
        }