public virtual void formatForDisplay() { CurrencyParameterSensitivity sensitivity = CurrencyParameterSensitivity.of(CurveName.of("foo"), Currency.AED, DoubleArray.of(1, 2, 3)); string str = CurrencyParameterSensitivityValueFormatter.INSTANCE.formatForDisplay(sensitivity); assertThat(str).isEqualTo("1 = 1.00 | 2 = 2.00 | 3 = 3.00 "); }
public virtual void formatForCsv() { CurrencyParameterSensitivity sensitivity = CurrencyParameterSensitivity.of(CurveName.of("foo"), Currency.AED, DoubleArray.of(10, 20, 30)); string str = CurrencyParameterSensitivityValueFormatter.INSTANCE.formatForCsv(sensitivity); assertThat(str).isEqualTo("1 = 10 | 2 = 20 | 3 = 30"); }
static MarketQuoteSensitivityCalculatorTest() { CurrencyParameterSensitivity sensi1 = CurrencyParameterSensitivity.of(CURVE_NAME_1, USD, SENSI_1); CurrencyParameterSensitivity sensi2 = CurrencyParameterSensitivity.of(CURVE_NAME_2, GBP, SENSI_2); ZeroRateDiscountFactors dscIssuer = ZeroRateDiscountFactors.of(USD, DATE, CURVE_1); ZeroRateDiscountFactors dscRepo = ZeroRateDiscountFactors.of(GBP, DATE, CURVE_2); PARAMETER_SENSITIVITIES = CurrencyParameterSensitivities.of(sensi1, sensi2); PROVIDER = ImmutableLegalEntityDiscountingProvider.builder().issuerCurves(ImmutableMap.of(Pair.of(GROUP_ISSUER, USD), dscIssuer)).issuerCurveGroups(ImmutableMap.of(ID_ISSUER, GROUP_ISSUER)).repoCurves(ImmutableMap.of(Pair.of(GROUP_REPO_SECURITY, GBP), dscRepo)).repoCurveSecurityGroups(ImmutableMap.of(ID_SECURITY, GROUP_REPO_SECURITY)).build(); }