public virtual void test_getSensitivity_name()
{
assertEquals(SENSI_3.getSensitivity(NAME1, NAME1, USD), ENTRY_USD);
assertEquals(SENSI_3.getSensitivity(NAME1, NAME2, USD), CrossGammaParameterSensitivity.of(NAME1, METADATA1, NAME2, METADATA2, USD, MATRIX_USD2));
assertEquals(SENSI_3.getSensitivity(NAME2, NAME1, USD), CrossGammaParameterSensitivity.of(NAME2, METADATA2, NAME1, METADATA1, USD, MATRIX_USD2));
assertEquals(SENSI_3.getSensitivity(NAME2, NAME2, USD), CrossGammaParameterSensitivity.of(NAME2, METADATA2, NAME2, METADATA2, USD, DoubleMatrix.of(2, 2, -500, -400, -200, -300)));
}
//-------------------------------------------------------------------------
public virtual void test_getSensitivity()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.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));
}
