//-------------------------------------------------------------------------
public virtual void test_builder_empty()
{
CurveSensitivities test = CurveSensitivities.builder(PortfolioItemInfo.empty()).build();
assertEquals(test.Info, PortfolioItemInfo.empty());
assertEquals(test.TypedSensitivities, ImmutableMap.of());
}
public virtual void test_builder_tenors()
{
CurveName curveName = CurveName.of("GBP");
CurrencyParameterSensitivity sens1Y = CurrencyParameterSensitivity.of(curveName, ImmutableList.of(TENOR_MD_1Y), GBP, DoubleArray.of(3));
CurveSensitivities test = CurveSensitivities.builder(PortfolioItemInfo.empty()).add(ZERO_RATE_DELTA, curveName, GBP, TENOR_MD_1M, 4).add(ZERO_RATE_DELTA, curveName, GBP, TENOR_MD_1W, 1).add(ZERO_RATE_DELTA, curveName, GBP, TENOR_MD_1Y, 2).add(ZERO_RATE_DELTA, curveName, GBP, TENOR_MD_1W, 2).add(ZERO_RATE_DELTA, sens1Y).build();
assertEquals(test.Info, PortfolioItemInfo.empty());
assertEquals(test.TypedSensitivities.size(), 1);
CurrencyParameterSensitivities sens = test.getTypedSensitivity(ZERO_RATE_DELTA);
assertEquals(sens.Sensitivities.size(), 1);
CurrencyParameterSensitivity singleSens = sens.getSensitivity(curveName, GBP);
assertEquals(singleSens.Sensitivity, DoubleArray.of(3, 4, 5));
assertEquals(singleSens.getParameterMetadata(0), TENOR_MD_1W);
assertEquals(singleSens.getParameterMetadata(1), TENOR_MD_1M);
assertEquals(singleSens.getParameterMetadata(2), TENOR_MD_1Y);
}
public virtual void test_builder_mixCurrency()
{
CurveName curveName = CurveName.of("WEIRD");
CurveSensitivities test = CurveSensitivities.builder(PortfolioItemInfo.empty()).add(ZERO_RATE_DELTA, curveName, GBP, TENOR_MD_1Y, 1).add(ZERO_RATE_DELTA, curveName, USD, TENOR_MD_1Y, 2).build();
assertEquals(test.Info, PortfolioItemInfo.empty());
assertEquals(test.TypedSensitivities.size(), 1);
CurrencyParameterSensitivities sens = test.getTypedSensitivity(ZERO_RATE_DELTA);
assertEquals(sens.Sensitivities.size(), 2);
CurrencyParameterSensitivity sensGbp = sens.getSensitivity(curveName, GBP);
assertEquals(sensGbp.Sensitivity, DoubleArray.of(1));
assertEquals(sensGbp.getParameterMetadata(0), TENOR_MD_1Y);
CurrencyParameterSensitivity sensUsd = sens.getSensitivity(curveName, USD);
assertEquals(sensUsd.Sensitivity, DoubleArray.of(2));
assertEquals(sensUsd.getParameterMetadata(0), TENOR_MD_1Y);
}