//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
        public virtual void test()
        {
            /// <summary>
            /// Take the form $y = a\sin(bx) + c$
            /// </summary>
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final ParameterizedCurve testCurve = new ParameterizedCurve()
            ParameterizedCurve testCurve = new ParameterizedCurveAnonymousInnerClass(this);

            ParameterizedFunction <double, DoubleArray, DoubleArray> parmSense = new ParameterizedFunctionAnonymousInnerClass(this);

            DoubleArray @params = DoubleArray.of(0.7, -0.3, 1.2);

            System.Func <double, DoubleArray> paramsSenseFD   = testCurve.getYParameterSensitivity(@params);
            System.Func <double, DoubleArray> paramsSenseAnal = parmSense.asFunctionOfArguments(@params);

            for (int i = 0; i < 20; i++)
            {
                double      x  = Math.PI * (-0.5 + i / 19.0);
                DoubleArray s1 = paramsSenseAnal(x);
                DoubleArray s2 = paramsSenseFD(x);
                for (int j = 0; j < 3; j++)
                {
                    assertEquals(s1.get(j), s2.get(j), 1e-10);
                }
            }
        }
示例#2
0
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void test()
        public virtual void test()
        {
            /// <summary>
            /// Take the form $y = a\sin(bx + cy) + cos(y)$
            /// </summary>
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final ParameterizedSurface testSurface = new ParameterizedSurface()
            ParameterizedSurface testSurface = new ParameterizedSurfaceAnonymousInnerClass(this);

//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final ParameterizedFunction<com.opengamma.strata.collect.tuple.DoublesPair, com.opengamma.strata.collect.array.DoubleArray, com.opengamma.strata.collect.array.DoubleArray> parmSense = new ParameterizedFunction<com.opengamma.strata.collect.tuple.DoublesPair, com.opengamma.strata.collect.array.DoubleArray, com.opengamma.strata.collect.array.DoubleArray>()
            ParameterizedFunction <DoublesPair, DoubleArray, DoubleArray> parmSense = new ParameterizedFunctionAnonymousInnerClass(this);

//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray params = com.opengamma.strata.collect.array.DoubleArray.of(0.7, -0.3, 1.2);
            DoubleArray @params = DoubleArray.of(0.7, -0.3, 1.2);

//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.function.Function<com.opengamma.strata.collect.tuple.DoublesPair, com.opengamma.strata.collect.array.DoubleArray> paramsSenseFD = testSurface.getZParameterSensitivity(params);
            System.Func <DoublesPair, DoubleArray> paramsSenseFD = testSurface.getZParameterSensitivity(@params);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final java.util.function.Function<com.opengamma.strata.collect.tuple.DoublesPair, com.opengamma.strata.collect.array.DoubleArray> paramsSenseAnal = parmSense.asFunctionOfArguments(params);
            System.Func <DoublesPair, DoubleArray> paramsSenseAnal = parmSense.asFunctionOfArguments(@params);

            for (int i = 0; i < 20; i++)
            {
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double x = Math.PI * (-0.5 + i / 19.0);
                double x = Math.PI * (-0.5 + i / 19.0);
                for (int j = 0; j < 20; j++)
                {
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double y = Math.PI * (-0.5 + j / 19.0);
                    double y = Math.PI * (-0.5 + j / 19.0);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.tuple.DoublesPair xy = com.opengamma.strata.collect.tuple.DoublesPair.of(x, y);
                    DoublesPair xy = DoublesPair.of(x, y);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray s1 = paramsSenseAnal.apply(xy);
                    DoubleArray s1 = paramsSenseAnal(xy);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray s2 = paramsSenseFD.apply(xy);
                    DoubleArray s2 = paramsSenseFD(xy);
                    for (int k = 0; k < 3; k++)
                    {
                        assertEquals(s1.get(k), s2.get(k), 1e-10);
                    }
                }
            }
        }