public virtual void test_createParameterSensitivity_unit() { Curve test = new TestingCurve(2d); assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).MarketDataName, CURVE_NAME); assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).ParameterCount, 1); assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).ParameterMetadata, ImmutableList.of(PARAM_META)); assertEquals(test.createParameterSensitivity(DoubleArray.of(2d)).Sensitivity, DoubleArray.of(2d)); }
public virtual void test_withPerturbation() { Curve test = new TestingCurve(2d); assertEquals(test.withPerturbation((i, v, m) => v + 1).getParameter(0), 3d); }