//-------------------------------------------------------------------------
public virtual void test_convertedTo_singleCurrency()
{
double rate = 1.5d;
FxMatrix matrix = FxMatrix.of(CurrencyPair.of(GBP, USD), rate);
PointSensitivities @base = PointSensitivities.of(Lists.newArrayList(CS3, CS2, CS1));
PointSensitivities test1 = @base.convertedTo(USD, matrix);
PointSensitivity c1Conv = CS1.convertedTo(USD, matrix);
PointSensitivity c2Conv = CS2.convertedTo(USD, matrix);
PointSensitivity c3Conv = CS3.convertedTo(USD, matrix);
PointSensitivities expected = PointSensitivities.of(Lists.newArrayList(c3Conv, c2Conv, c1Conv));
assertEquals(test1.normalized(), expected.normalized());
PointSensitivities test2 = @base.convertedTo(GBP, matrix);
assertEquals(test2.normalized(), @base.normalized());
}
public virtual void test_convertedTo_multipleCurrency()
{
double rate = 1.5d;
FxMatrix matrix = FxMatrix.of(CurrencyPair.of(GBP, USD), rate);
PointSensitivities @base = PointSensitivities.of(Lists.newArrayList(CS4, CS3, CS1));
PointSensitivities test1 = @base.convertedTo(USD, matrix);
PointSensitivity c1Conv = CS1.convertedTo(USD, matrix);
PointSensitivity c3Conv = CS3.convertedTo(USD, matrix);
PointSensitivity c3c4Usd = c3Conv.withSensitivity(c3Conv.Sensitivity + CS4.Sensitivity);
PointSensitivities expected1 = PointSensitivities.of(Lists.newArrayList(c3c4Usd, c1Conv));
assertEquals(test1.normalized(), expected1.normalized());
PointSensitivities test2 = @base.convertedTo(GBP, matrix);
PointSensitivity c4Conv = CS4.convertedTo(GBP, matrix);
PointSensitivity c3c4GBP = CS3.withSensitivity(CS3.Sensitivity + c4Conv.Sensitivity);
PointSensitivities expected2 = PointSensitivities.of(Lists.newArrayList(c3c4GBP, CS1));
assertEquals(test2.normalized(), expected2.normalized());
}
public virtual void test_normalized_merges()
{
PointSensitivities test = PointSensitivities.of(Lists.newArrayList(CS3, CS2, CS1, CS3B));
assertEquals(test.normalized().Sensitivities, ImmutableList.of(CS1, CS2, CS3.withSensitivity(35d)));
}
//-------------------------------------------------------------------------
public virtual void test_normalized_sorts()
{
PointSensitivities test = PointSensitivities.of(Lists.newArrayList(CS3, CS2, CS1));
assertEquals(test.normalized().Sensitivities, ImmutableList.of(CS1, CS2, CS3));
}