Example #1
0
        //-------------------------------------------------------------------------
        public virtual void test_compareKey()
        {
            CreditCurveZeroRateSensitivity a1    = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d);
            CreditCurveZeroRateSensitivity a2    = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d);
            CreditCurveZeroRateSensitivity b     = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, 10d, 32d);
            CreditCurveZeroRateSensitivity c     = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, 32d);
            CreditCurveZeroRateSensitivity d     = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, GBP, 32d);
            IborRateSensitivity            other = IborRateSensitivity.of(IborIndexObservation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA), 32d);

            assertEquals(a1.compareKey(a2), 0);
            assertEquals(a1.compareKey(b) < 0, true);
            assertEquals(b.compareKey(a1) > 0, true);
            assertEquals(a1.compareKey(c) < 0, true);
            assertEquals(a1.compareKey(d) < 0, true);
            assertEquals(c.compareKey(a1) > 0, true);
            assertEquals(a1.compareKey(other) < 0, true);
            assertEquals(other.compareKey(a1) > 0, true);
        }