public virtual void test_withPerturbation()
{
CombinedCurve computed = COMBINED_CURVE.withPerturbation((i, v, m) => 2d * v * i);
CombinedCurve expected = CombinedCurve.of(BASE_CURVE.withPerturbation((i, v, m) => 2d * v * i), SPREAD_CURVE.withPerturbation((i, v, m) => 2d * v * (i + BASE_CURVE.ParameterCount)));
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_of_CurveMetadata()
{
InterpolatedNodalCurve test = InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR);
assertThat(test.Name).isEqualTo(CURVE_NAME);
assertThat(test.ParameterCount).isEqualTo(SIZE);
assertThat(test.getParameter(0)).isEqualTo(YVALUES.get(0));
assertThat(test.getParameter(1)).isEqualTo(YVALUES.get(1));
assertThat(test.getParameterMetadata(0)).isSameAs(METADATA_ENTRIES.ParameterMetadata.get().get(0));
assertThat(test.getParameterMetadata(1)).isSameAs(METADATA_ENTRIES.ParameterMetadata.get().get(1));
assertThat(test.withParameter(0, 2d)).isEqualTo(InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES.with(0, 2d), INTERPOLATOR));
assertThat(test.withPerturbation((i, v, m) => v - 2d)).isEqualTo(InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES_BUMPED, INTERPOLATOR));
assertThat(test.ExtrapolatorLeft.Name).isEqualTo(FLAT_EXTRAPOLATOR.Name);
assertThat(test.Interpolator.Name).isEqualTo(INTERPOLATOR.Name);
assertThat(test.ExtrapolatorRight.Name).isEqualTo(FLAT_EXTRAPOLATOR.Name);
assertThat(test.Metadata).isEqualTo(METADATA_ENTRIES);
assertThat(test.XValues).isEqualTo(XVALUES);
assertThat(test.YValues).isEqualTo(YVALUES);
}
public virtual void getter()
{
assertEquals(ADD_FIXED_CURVE.Metadata, METADATA_SPREAD);
assertEquals(ADD_FIXED_CURVE.ParameterCount, XVALUES_SPREAD.size());
assertEquals(ADD_FIXED_CURVE.getParameter(0), ADD_FIXED_CURVE.SpreadCurve.getParameter(0));
assertEquals(ADD_FIXED_CURVE.getParameterMetadata(0), ADD_FIXED_CURVE.SpreadCurve.getParameterMetadata(0));
assertEquals(ADD_FIXED_CURVE.withParameter(0, 9d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withParameter(0, 9d)));
assertEquals(ADD_FIXED_CURVE.withPerturbation((i, v, m) => v + 1d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withPerturbation((i, v, m) => v + 1d)));
assertEquals(ADD_FIXED_CURVE.withMetadata(METADATA_FIXED), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withMetadata(METADATA_FIXED)));
}
