public virtual void test_yValueParameterSensitivity()
{
for (int i = 0; i < NUM_SAMPLES; ++i)
{
UnitParameterSensitivity computed = COMBINED_CURVE.yValueParameterSensitivity(X_SAMPLES.get(i));
UnitParameterSensitivity baseSens = BASE_CURVE.yValueParameterSensitivity(X_SAMPLES.get(i));
UnitParameterSensitivity spreadSens = SPREAD_CURVE.yValueParameterSensitivity(X_SAMPLES.get(i));
assertEquals(computed.split(), ImmutableList.of(baseSens, spreadSens));
}
}
public virtual void test_createParameterSensitivity()
{
DoubleArray values = DoubleArray.of(3d, 4d, 6d, 1d, 2d, 5d, 8d);
DoubleArray valuesBase = DoubleArray.of(3d, 4d, 6d);
DoubleArray valuesSpread = DoubleArray.of(1d, 2d, 5d, 8d);
UnitParameterSensitivity computed = COMBINED_CURVE.createParameterSensitivity(values);
UnitParameterSensitivity baseSens = BASE_CURVE.createParameterSensitivity(valuesBase);
UnitParameterSensitivity spreadSens = SPREAD_CURVE.createParameterSensitivity(valuesSpread);
assertEquals(computed.split(), ImmutableList.of(baseSens, spreadSens));
}