//-------------------------------------------------------------------------
// proper end-to-end tests are elsewhere
public virtual void test_parameterSensitivity()
{
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
InflationRateSensitivity point = InflationRateSensitivity.of(PriceIndexObservation.of(US_CPI_U, VAL_MONTH.plusMonths(3)), 1d);
assertEquals(test.parameterSensitivity(point).size(), 1);
}
//-------------------------------------------------------------------------
public virtual void test_valuePointSensitivity_fixing()
{
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
PriceIndexObservation obs = PriceIndexObservation.of(US_CPI_U, VAL_MONTH.minusMonths(3));
assertEquals(test.valuePointSensitivity(obs), PointSensitivityBuilder.none());
}
//-------------------------------------------------------------------------
public virtual void test_createParameterSensitivity()
{
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
DoubleArray sensitivities = DoubleArray.of(0.12, 0.15, 0.16, 0.17);
CurrencyParameterSensitivities sens = test.createParameterSensitivity(USD, sensitivities);
assertEquals(sens.Sensitivities.get(0), CURVE_NOFIX.createParameterSensitivity(USD, sensitivities));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
SimplePriceIndexValues instance1 = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
coverImmutableBean(instance1);
SimplePriceIndexValues test2 = SimplePriceIndexValues.of(GB_HICP, VAL_DATE.plusMonths(1), CURVE_NOFIX, LocalDateDoubleTimeSeries.of(VAL_MONTH.minusMonths(2).atEndOfMonth(), 100d));
coverBeanEquals(instance1, test2);
}
public virtual void test_valuePointSensitivity_forward()
{
YearMonth month = VAL_MONTH.plusMonths(3);
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
PriceIndexObservation obs = PriceIndexObservation.of(US_CPI_U, month);
InflationRateSensitivity expected = InflationRateSensitivity.of(obs, 1d);
assertEquals(test.valuePointSensitivity(obs), expected);
}
//-------------------------------------------------------------------------
public virtual void test_of_noSeasonality()
{
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
assertEquals(test.Index, US_CPI_U);
assertEquals(test.ValuationDate, VAL_DATE);
assertEquals(test.Curve, CURVE_NOFIX);
assertEquals(test.ParameterCount, CURVE_NOFIX.ParameterCount);
assertEquals(test.getParameter(0), CURVE_NOFIX.getParameter(0));
assertEquals(test.getParameterMetadata(0), CURVE_NOFIX.getParameterMetadata(0));
assertEquals(test.withParameter(0, 1d).Curve, CURVE_NOFIX.withParameter(0, 1d));
assertEquals(test.withPerturbation((i, v, m) => v + 1d).Curve, CURVE_NOFIX.withPerturbation((i, v, m) => v + 1d));
assertEquals(test.findData(CURVE_NOFIX.Name), CURVE_NOFIX);
assertEquals(test.findData(CurveName.of("Rubbish")), null);
// check PriceIndexValues
PriceIndexValues test2 = PriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
assertEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_withCurve()
{
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS).withCurve(CURVE2_NOFIX);
assertEquals(test.Curve, CURVE2_NOFIX);
}