//-------------------------------------------------------------------------
public virtual void coverage()
{
ParameterizedFunctionalCurve test1 = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
coverImmutableBean(test1);
DoubleArray @params = DoubleArray.of(1.2);
CurveMetadata metadata = DefaultCurveMetadata.builder().curveName("test").yValueType(ValueType.DISCOUNT_FACTOR).xValueType(ValueType.YEAR_FRACTION).build();
System.Func <DoubleArray, double, double> value = (DoubleArray t, double?u) =>
{
return(t.get(0) * u);
};
System.Func <DoubleArray, double, double> deriv = (DoubleArray t, double?u) =>
{
return(t.get(0));
};
System.Func <DoubleArray, double, DoubleArray> sensi = (DoubleArray t, double?u) =>
{
return(DoubleArray.of(u));
};
ParameterizedFunctionalCurve test2 = ParameterizedFunctionalCurve.of(metadata, @params, value, deriv, sensi);
coverBeanEquals(test1, test2);
}
public virtual void test_withMetadata()
{
ParameterizedFunctionalCurve @base = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
CurveMetadata metadata = DefaultCurveMetadata.builder().curveName("test").yValueType(ValueType.DISCOUNT_FACTOR).xValueType(ValueType.YEAR_FRACTION).build();
ParameterizedFunctionalCurve expected = ParameterizedFunctionalCurve.of(metadata, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
assertEquals(@base.withMetadata(metadata), expected);
}
public virtual void test_withPerturbation()
{
ParameterizedFunctionalCurve @base = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
DoubleArray parameters = PARAMETERS.minus(2d);
ParameterizedFunctionalCurve expected = ParameterizedFunctionalCurve.of(METADATA, parameters, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
assertEquals(@base.withPerturbation((i, v, m) => v - 2d), expected);
}
//-------------------------------------------------------------------------
public virtual void test_withParameter()
{
ParameterizedFunctionalCurve @base = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
DoubleArray parameters = DoubleArray.of(1.2, 1d, 8.9);
ParameterizedFunctionalCurve expected = ParameterizedFunctionalCurve.of(METADATA, parameters, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
assertEquals(@base.withParameter(1, 1d), expected);
}
public virtual void test_sensitivities()
{
ParameterizedFunctionalCurve test = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
DoubleArray sensiVal = DoubleArray.of(1d, 2d, 3d);
assertEquals(test.createParameterSensitivity(sensiVal), UnitParameterSensitivity.of(METADATA.CurveName, METADATA.ParameterMetadata.get(), sensiVal));
assertEquals(test.createParameterSensitivity(USD, sensiVal), CurrencyParameterSensitivity.of(METADATA.CurveName, METADATA.ParameterMetadata.get(), USD, sensiVal));
}
//-------------------------------------------------------------------------
public virtual void test_values()
{
ParameterizedFunctionalCurve test = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
double x = 5.2;
assertEquals(test.yValue(x), VALUE_FUNCTION.apply(PARAMETERS, x));
assertEquals(test.firstDerivative(x), DERIVATIVE_FUNCTION.apply(PARAMETERS, x));
assertEquals(test.yValueParameterSensitivity(x), UnitParameterSensitivity.of(METADATA.CurveName, METADATA.ParameterMetadata.get(), SENSITIVITY_FUNCTION.apply(PARAMETERS, x)));
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
ParameterizedFunctionalCurve test = ParameterizedFunctionalCurve.of(METADATA, PARAMETERS, VALUE_FUNCTION, DERIVATIVE_FUNCTION, SENSITIVITY_FUNCTION);
assertEquals(test.ValueFunction, VALUE_FUNCTION);
assertEquals(test.DerivativeFunction, DERIVATIVE_FUNCTION);
assertEquals(test.SensitivityFunction, SENSITIVITY_FUNCTION);
assertEquals(test.Metadata, METADATA);
assertEquals(test.Name, METADATA.CurveName);
assertEquals(test.getParameter(2), PARAMETERS.get(2));
assertEquals(test.ParameterCount, PARAMETERS.size());
assertEquals(test.getParameterMetadata(1), METADATA.getParameterMetadata(1));
assertEquals(test.Parameters, PARAMETERS);
}