//-------------------------------------------------------------------------
public virtual void test_createParameterSensitivity()
{
InterpolatedNodalCurve test = InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR);
assertThat(test.createParameterSensitivity(DoubleArray.of(2d, 3d, 4d))).isEqualTo(UnitParameterSensitivity.of(CURVE_NAME, DoubleArray.of(2d, 3d, 4d)));
assertThat(test.createParameterSensitivity(Currency.GBP, DoubleArray.of(2d, 3d, 4d))).isEqualTo(CurrencyParameterSensitivity.of(CURVE_NAME, Currency.GBP, DoubleArray.of(2d, 3d, 4d)));
}
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));
}
