public virtual void test_combinedWith_mutable() { SwaptionSabrSensitivity @base = SwaptionSabrSensitivity.of(NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 32d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(@base); PointSensitivityBuilder test = @base.combinedWith(new MutablePointSensitivities()); assertEquals(test, expected); }
//------------------------------------------------------------------------- public virtual void test_combinedWith() { SwaptionSabrSensitivity base1 = SwaptionSabrSensitivity.of(NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 32d); SwaptionSabrSensitivity base2 = SwaptionSabrSensitivity.of(NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 22d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base1).add(base2); PointSensitivityBuilder test = base1.combinedWith(base2); assertEquals(test, expected); }