public virtual void test_pointShifts()
{
SabrParametersSwaptionVolatilities @base = SabrParametersSwaptionVolatilities.of(NAME, CONV, DATE_TIME, PARAM);
PointShiftsBuilder builder = PointShifts.builder(ShiftType.ABSOLUTE);
for (int i = 0; i < @base.ParameterCount; ++i)
{
builder.addShift(0, @base.getParameterMetadata(i).Identifier, 0.1d * (i + 1d));
builder.addShift(1, @base.getParameterMetadata(i).Identifier, 10d * (i + 1d));
}
PointShifts shifts = builder.build();
MarketDataBox <ParameterizedData> resBox = shifts.applyTo(MarketDataBox.ofSingleValue(@base), REF_DATA);
SabrParametersSwaptionVolatilities computed0 = (SabrParametersSwaptionVolatilities)resBox.getValue(0);
SabrParametersSwaptionVolatilities computed1 = (SabrParametersSwaptionVolatilities)resBox.getValue(1);
for (int i = 0; i < @base.ParameterCount; ++i)
{
assertEquals(computed0.getParameter(i), @base.getParameter(i) + 0.1d * (i + 1d));
assertEquals(computed1.getParameter(i), @base.getParameter(i) + 10d * (i + 1d));
}
}
