//-------------------------------------------------------------------------
public virtual void coverage()
{
GenericDoubleShifts test1 = GenericDoubleShifts.of(ShiftType.ABSOLUTE, SHIFT_AMOUNT);
coverImmutableBean(test1);
GenericDoubleShifts test2 = GenericDoubleShifts.of(ShiftType.SCALED, DoubleArray.of(3.5d, 2d), SPREAD);
coverBeanEquals(test1, test2);
}
public virtual void test_of_spread()
{
GenericDoubleShifts test = GenericDoubleShifts.of(ShiftType.RELATIVE, SHIFT_AMOUNT, SPREAD);
assertEquals(test.ScenarioCount, 3);
assertEquals(test.ShiftAmount, SHIFT_AMOUNT);
assertEquals(test.ShiftType, ShiftType.RELATIVE);
assertEquals(test.Spread, SPREAD);
}
public virtual void test_of()
{
GenericDoubleShifts test = GenericDoubleShifts.of(ShiftType.ABSOLUTE, SHIFT_AMOUNT);
assertEquals(test.ScenarioCount, 3);
assertEquals(test.ShiftAmount, SHIFT_AMOUNT);
assertEquals(test.ShiftType, ShiftType.ABSOLUTE);
assertEquals(test.Spread, 0d);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
GenericDoubleShifts other = (GenericDoubleShifts)obj;
return(JodaBeanUtils.equal(shiftType, other.shiftType) && JodaBeanUtils.equal(shiftAmount, other.shiftAmount) && JodaBeanUtils.equal(spread, other.spread));
}
return(false);
}
public virtual void test_applyTo()
{
double baseValue = 3d;
MarketDataBox <double> marketData = MarketDataBox.ofSingleValue(baseValue);
GenericDoubleShifts testScaled = GenericDoubleShifts.of(ShiftType.SCALED, SHIFT_AMOUNT, SPREAD);
MarketDataBox <double> computedScaled = testScaled.applyTo(marketData, REF_DATA);
MarketDataBox <double> expectedScaled = MarketDataBox.ofScenarioValues(ImmutableList.of((baseValue + SPREAD) * SHIFT_AMOUNT.get(0) - SPREAD, (baseValue + SPREAD) * SHIFT_AMOUNT.get(1) - SPREAD, (baseValue + SPREAD) * SHIFT_AMOUNT.get(2) - SPREAD));
assertEquals(computedScaled, expectedScaled);
GenericDoubleShifts testRelative = GenericDoubleShifts.of(ShiftType.RELATIVE, SHIFT_AMOUNT, SPREAD);
MarketDataBox <double> computedRelative = testRelative.applyTo(marketData, REF_DATA);
MarketDataBox <double> expectedRelative = MarketDataBox.ofScenarioValues(ImmutableList.of((baseValue + SPREAD) * (1d + SHIFT_AMOUNT.get(0)) - SPREAD, (baseValue + SPREAD) * (1d + SHIFT_AMOUNT.get(1)) - SPREAD, (baseValue + SPREAD) * (1d + SHIFT_AMOUNT.get(2)) - SPREAD));
assertEquals(computedRelative, expectedRelative);
GenericDoubleShifts testAbsolute = GenericDoubleShifts.of(ShiftType.ABSOLUTE, SHIFT_AMOUNT);
MarketDataBox <double> computedAbsolute = testAbsolute.applyTo(marketData, REF_DATA);
MarketDataBox <double> expectedAbsolute = MarketDataBox.ofScenarioValues(ImmutableList.of(baseValue + SHIFT_AMOUNT.get(0), baseValue + SHIFT_AMOUNT.get(1), baseValue + SHIFT_AMOUNT.get(2)));
assertEquals(computedAbsolute, expectedAbsolute);
}
