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_mutable()
{
OvernightRateSensitivity @base = OvernightRateSensitivity.of(GBP_SONIA_OBSERVATION, 32d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(@base);
PointSensitivityBuilder test = @base.combinedWith(new MutablePointSensitivities());
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
ZeroRateSensitivity base1 = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
ZeroRateSensitivity base2 = ZeroRateSensitivity.of(GBP, YEARFRAC2, 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
IborRateSensitivity base1 = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d);
IborRateSensitivity base2 = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION2, 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
CreditCurveZeroRateSensitivity base1 = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d);
CreditCurveZeroRateSensitivity base2 = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
InflationRateSensitivity base1 = InflationRateSensitivity.of(CH_CPI_OBS, 5.0);
InflationRateSensitivity base2 = InflationRateSensitivity.of(CH_CPI_OBS, 7.0);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
SwaptionSensitivity base1 = SwaptionSensitivity.of(NAME, EXPIRY, TENOR, STRIKE, FORWARD, GBP, 32d);
SwaptionSensitivity base2 = SwaptionSensitivity.of(NAME, EXPIRY, TENOR, STRIKE, FORWARD, GBP, 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
FxIndexSensitivity base1 = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, SENSITIVITY_VALUE);
FxIndexSensitivity base2 = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, 4.25d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
IborCapletFloorletSabrSensitivity base1 = IborCapletFloorletSabrSensitivity.of(NAME, EXPIRY, SabrParameterType.ALPHA, GBP, 32d);
IborCapletFloorletSabrSensitivity base2 = IborCapletFloorletSabrSensitivity.of(NAME, EXPIRY, SabrParameterType.ALPHA, GBP, 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
OvernightRateSensitivity base1 = OvernightRateSensitivity.of(GBP_SONIA_OBSERVATION, 32d);
OvernightRateSensitivity base2 = OvernightRateSensitivity.of(OvernightIndexObservation.of(GBP_SONIA, date(2015, 10, 27), REF_DATA), 22d);
MutablePointSensitivities expected = new MutablePointSensitivities();
expected.add(base1).add(base2);
PointSensitivityBuilder test = base1.combinedWith(base2);
assertEquals(test, expected);
}
