public virtual void test_of_list_none() { ImmutableList <CrossGammaParameterSensitivity> list = ImmutableList.of(); CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(list); assertEquals(test.size(), 0); }
public virtual void test_of_single() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD); assertEquals(test.size(), 1); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD)); }
public virtual void test_of_list_normalized() { ImmutableList <CrossGammaParameterSensitivity> list = ImmutableList.of(ENTRY_USD, ENTRY_USD2); CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(list); assertEquals(test.size(), 1); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL)); }
public virtual void test_findSensitivity() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD); assertEquals(test.findSensitivity(NAME1, USD), ENTRY_USD); assertEquals(test.findSensitivity(NAME1, EUR), null); assertEquals(test.findSensitivity(NAME0, USD), null); assertEquals(test.findSensitivity(NAME0, EUR), null); }
//------------------------------------------------------------------------- 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)); }
//------------------------------------------------------------------------- public virtual void test_equalWithTolerance() { CrossGammaParameterSensitivities sensUsdTotal = CrossGammaParameterSensitivities.of(ENTRY_USD_TOTAL); CrossGammaParameterSensitivities sensEur = CrossGammaParameterSensitivities.of(ENTRY_EUR); CrossGammaParameterSensitivities sens1plus2 = SENSI_1.combinedWith(ENTRY_USD2); CrossGammaParameterSensitivities sensZeroA = CrossGammaParameterSensitivities.of(ENTRY_ZERO3); CrossGammaParameterSensitivities sensZeroB = CrossGammaParameterSensitivities.of(ENTRY_ZERO0); CrossGammaParameterSensitivities sens1plus2plus0a = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0); CrossGammaParameterSensitivities sens1plus2plus0b = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO3); CrossGammaParameterSensitivities sens1plus2plus0 = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0).combinedWith(ENTRY_ZERO3); CrossGammaParameterSensitivities sens2plus0 = SENSI_2.combinedWith(sensZeroA); assertEquals(SENSI_1.equalWithTolerance(sensZeroA, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(SENSI_1, TOLERENCE_CMP), true); assertEquals(SENSI_1.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(SENSI_1.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sensZeroA, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(SENSI_2, TOLERENCE_CMP), true); assertEquals(SENSI_2.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(SENSI_2.equalWithTolerance(sens2plus0, TOLERENCE_CMP), true); assertEquals(sensZeroA.equalWithTolerance(sensZeroA, TOLERENCE_CMP), true); assertEquals(sensZeroA.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false); assertEquals(sensZeroA.equalWithTolerance(sensZeroB, TOLERENCE_CMP), true); assertEquals(sensZeroB.equalWithTolerance(sensZeroB, TOLERENCE_CMP), true); assertEquals(sensZeroB.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sensEur, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false); assertEquals(sensZeroB.equalWithTolerance(sensZeroA, TOLERENCE_CMP), true); assertEquals(sens1plus2.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true); assertEquals(sens1plus2.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true); assertEquals(sens1plus2.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true); assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true); assertEquals(sens2plus0.equalWithTolerance(sens2plus0, TOLERENCE_CMP), true); assertEquals(sensZeroA.equalWithTolerance(CrossGammaParameterSensitivities.empty(), TOLERENCE_CMP), true); assertEquals(CrossGammaParameterSensitivities.empty().equalWithTolerance(sensZeroA, TOLERENCE_CMP), true); }
public virtual void test_of_array_none() { CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(); assertEquals(test.size(), 0); }