public virtual void test_builder_filterSensitivity()
{
CurrencyParameterSensitivity entry1 = CurrencyParameterSensitivity.of(NAME1, METADATA1B, USD, DoubleArray.of(0, 1, 2, 3));
CurrencyParameterSensitivity expected = CurrencyParameterSensitivity.of(NAME1, METADATA1B.subList(1, 4), USD, DoubleArray.of(1, 2, 3));
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.builder().add(entry1).filterSensitivity(v => v != 0).build();
assertEquals(test.Sensitivities.size(), 1);
assertEquals(test.Sensitivities.get(0), expected);
}
public virtual void test_builder_mapMetadata()
{
CurrencyParameterSensitivity entry1 = CurrencyParameterSensitivity.of(NAME1, METADATA1B, USD, DoubleArray.of(0, 1, 2, 3));
CurrencyParameterSensitivity expected = CurrencyParameterSensitivity.of(NAME1, ImmutableList.of(TENOR_MD_1Y), USD, DoubleArray.of(6));
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.builder().add(entry1).mapMetadata(md => TENOR_MD_1Y).build();
assertEquals(test.Sensitivities.size(), 1);
assertEquals(test.Sensitivities.get(0), expected);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
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 test = CurrencyParameterSensitivities.builder().add(entry1).add(CurrencyParameterSensitivities.of(entry1)).add(entry2).build();
assertEquals(test.Sensitivities.size(), 1);
assertEquals(test.Sensitivities.get(0).ParameterMetadata, METADATA1B);
assertEquals(test.Sensitivities.get(0).Sensitivity, DoubleArray.of(300, 600, 600, 246));
}
public virtual void test_builder_emptyMetadata()
{
assertThrows(typeof(System.ArgumentException), () => CurrencyParameterSensitivities.builder().add(ENTRY_USD));
}
