Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_compareKey()
        {
            InflationRateSensitivity a1    = InflationRateSensitivity.of(GB_HICP_OBS, 32d);
            InflationRateSensitivity a2    = InflationRateSensitivity.of(GB_HICP_OBS, 32d);
            InflationRateSensitivity b     = InflationRateSensitivity.of(CH_CPI_OBS, 32d);
            InflationRateSensitivity c     = InflationRateSensitivity.of(GB_HICP_OBS, USD, 32d);
            InflationRateSensitivity d     = InflationRateSensitivity.of(PriceIndexObservation.of(GB_HICP, YearMonth.of(2015, 10)), 32d);
            ZeroRateSensitivity      other = ZeroRateSensitivity.of(GBP, 2d, 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(c.compareKey(a1) > 0, true);
            assertEquals(a1.compareKey(d) < 0, true);
            assertEquals(d.compareKey(a1) > 0, true);
            assertEquals(a1.compareKey(other) < 0, true);
            assertEquals(other.compareKey(a1) > 0, true);
        }