//-------------------------------------------------------------------------
public virtual void test_lookup()
{
InterpolatedNodalCurve test = InterpolatedNodalCurve.of(METADATA, XVALUES, YVALUES, INTERPOLATOR);
BoundCurveInterpolator interp = INTERPOLATOR.bind(XVALUES, YVALUES, FLAT_EXTRAPOLATOR, FLAT_EXTRAPOLATOR);
assertThat(test.yValue(XVALUES.get(0))).isEqualTo(YVALUES.get(0));
assertThat(test.yValue(XVALUES.get(1))).isEqualTo(YVALUES.get(1));
assertThat(test.yValue(XVALUES.get(2))).isEqualTo(YVALUES.get(2));
assertThat(test.yValue(10d)).isEqualTo(interp.interpolate(10d));
assertThat(test.yValueParameterSensitivity(10d).MarketDataName).isEqualTo(CURVE_NAME);
assertThat(test.yValueParameterSensitivity(10d).Sensitivity).isEqualTo(interp.parameterSensitivity(10d));
assertThat(test.firstDerivative(10d)).isEqualTo(interp.firstDerivative(10d));
}
//-------------------------------------------------------------------------
public virtual void test_yValue()
{
for (int i = 0; i < NUM_SAMPLES; ++i)
{
double computed = COMBINED_CURVE.yValue(X_SAMPLES.get(i));
double expected = BASE_CURVE.yValue(X_SAMPLES.get(i)) + SPREAD_CURVE.yValue(X_SAMPLES.get(i));
assertEquals(computed, expected, TOL);
}
}
public virtual void yValue()
{
for (int i = 0; i < NB_X_SAMPLE; i++)
{
double yComputed = ADD_FIXED_CURVE.yValue(X_SAMPLE[i]);
double yExpected = FIXED_CURVE.yValue(X_SAMPLE[i]) + SPREAD_CURVE.yValue(X_SAMPLE[i]);
assertEquals(yComputed, yExpected, TOLERANCE_Y);
}
}
