//------------------------------------------------------------------------- public virtual void test_compareKey() { ZeroRateSensitivity a1 = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); ZeroRateSensitivity a2 = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); ZeroRateSensitivity b = ZeroRateSensitivity.of(USD, YEARFRAC, 32d); ZeroRateSensitivity c = ZeroRateSensitivity.of(GBP, YEARFRAC2, 32d); IborRateSensitivity other = IborRateSensitivity.of(IborIndexObservation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA), 32d); assertEquals(a1.compareKey(a2), 0); assertEquals(a1.compareKey(b) < 0, true); assertEquals(b.compareKey(a1) > 0, true); assertEquals(a1.compareKey(c) < 0, true); assertEquals(c.compareKey(a1) > 0, true); assertEquals(a1.compareKey(other) > 0, true); assertEquals(other.compareKey(a1) < 0, true); }
//------------------------------------------------------------------------- public virtual void test_compareKey() { CreditCurveZeroRateSensitivity a1 = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d); CreditCurveZeroRateSensitivity a2 = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d); CreditCurveZeroRateSensitivity b = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, 10d, 32d); CreditCurveZeroRateSensitivity c = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, 32d); CreditCurveZeroRateSensitivity d = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, GBP, 32d); IborRateSensitivity other = IborRateSensitivity.of(IborIndexObservation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA), 32d); assertEquals(a1.compareKey(a2), 0); assertEquals(a1.compareKey(b) < 0, true); assertEquals(b.compareKey(a1) > 0, true); assertEquals(a1.compareKey(c) < 0, true); assertEquals(a1.compareKey(d) < 0, true); assertEquals(c.compareKey(a1) > 0, true); assertEquals(a1.compareKey(other) < 0, true); assertEquals(other.compareKey(a1) > 0, true); }
public virtual void test_compareKey() { IssuerCurveZeroRateSensitivity a1 = IssuerCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); IssuerCurveZeroRateSensitivity a2 = IssuerCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); IssuerCurveZeroRateSensitivity b = IssuerCurveZeroRateSensitivity.of(GBP, YEARFRAC, GROUP, VALUE); IssuerCurveZeroRateSensitivity c = IssuerCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC2, GROUP, VALUE); IssuerCurveZeroRateSensitivity d = IssuerCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, LegalEntityGroup.of("ISSUER2"), VALUE); IborRateSensitivity other = IborRateSensitivity.of(IborIndexObservation.of(GBP_LIBOR_3M, date(2015, 8, 27), REF_DATA), 32d); assertEquals(a1.compareKey(a2), 0); assertEquals(a1.compareKey(b) > 0, true); assertEquals(b.compareKey(a1) < 0, true); assertEquals(a1.compareKey(c) < 0, true); assertEquals(c.compareKey(a1) > 0, true); assertEquals(a1.compareKey(d) < 0, true); assertEquals(d.compareKey(a1) > 0, true); assertEquals(a1.compareKey(other) > 0, true); assertEquals(other.compareKey(a1) < 0, true); }
public virtual void test_compareKey() { RepoCurveZeroRateSensitivity a1 = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); RepoCurveZeroRateSensitivity a2 = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); RepoCurveZeroRateSensitivity b = RepoCurveZeroRateSensitivity.of(GBP, YEARFRAC, GROUP, VALUE); RepoCurveZeroRateSensitivity c = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC2, GROUP, VALUE); RepoCurveZeroRateSensitivity d = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, RepoGroup.of("ISSUER1 BND 3Y"), VALUE); IborRateSensitivity other = IborRateSensitivity.of(IborIndexObservation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA), 32d); assertEquals(a1.compareKey(a2), 0); assertEquals(a1.compareKey(b) > 0, true); assertEquals(b.compareKey(a1) < 0, true); assertEquals(a1.compareKey(c) < 0, true); assertEquals(c.compareKey(a1) > 0, true); assertEquals(a1.compareKey(d) < 0, true); assertEquals(d.compareKey(a1) > 0, true); assertEquals(a1.compareKey(other) > 0, true); assertEquals(other.compareKey(a1) < 0, true); }