//-------------------------------------------------------------------------
public virtual void test_empty()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.empty();
assertEquals(test.size(), 0);
assertEquals(test.Sensitivities.size(), 0);
}
public virtual void test_multipliedBy_vs_combinedWith()
{
CrossGammaParameterSensitivities multiplied = SENSI_2.multipliedBy(2d);
CrossGammaParameterSensitivities added = SENSI_2.combinedWith(SENSI_2);
assertEquals(multiplied, added);
}
public virtual void test_of_list_none()
{
ImmutableList <CrossGammaParameterSensitivity> list = ImmutableList.of();
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(list);
assertEquals(test.size(), 0);
}
public virtual void test_of_single()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD);
assertEquals(test.size(), 1);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD));
}
public virtual void test_of_list_normalized()
{
ImmutableList <CrossGammaParameterSensitivity> list = ImmutableList.of(ENTRY_USD, ENTRY_USD2);
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(list);
assertEquals(test.size(), 1);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL));
}
public virtual void test_findSensitivity()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD);
assertEquals(test.findSensitivity(NAME1, USD), ENTRY_USD);
assertEquals(test.findSensitivity(NAME1, EUR), null);
assertEquals(test.findSensitivity(NAME0, USD), null);
assertEquals(test.findSensitivity(NAME0, EUR), null);
}
//-------------------------------------------------------------------------
public virtual void test_getSensitivity()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of(ENTRY_USD);
assertEquals(test.getSensitivity(NAME1, USD), ENTRY_USD);
assertThrowsIllegalArg(() => test.getSensitivity(NAME1, EUR));
assertThrowsIllegalArg(() => test.getSensitivity(NAME0, USD));
assertThrowsIllegalArg(() => test.getSensitivity(NAME0, EUR));
}
public virtual void test_mapSensitivities()
{
CrossGammaParameterSensitivities multiplied = SENSI_1.mapSensitivities(a => 1 / a);
DoubleMatrix test = multiplied.Sensitivities.get(0).Sensitivity;
for (int i = 0; i < MATRIX_USD1.columnCount(); i++)
{
for (int j = 0; j < MATRIX_USD1.rowCount(); j++)
{
assertEquals(test.get(i, j), 1 / MATRIX_USD1.get(i, j));
}
}
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverImmutableBean(CrossGammaParameterSensitivities.empty());
coverImmutableBean(SENSI_1);
coverBeanEquals(SENSI_1, SENSI_2);
}
//-------------------------------------------------------------------------
public virtual void test_equalWithTolerance()
{
CrossGammaParameterSensitivities sensUsdTotal = CrossGammaParameterSensitivities.of(ENTRY_USD_TOTAL);
CrossGammaParameterSensitivities sensEur = CrossGammaParameterSensitivities.of(ENTRY_EUR);
CrossGammaParameterSensitivities sens1plus2 = SENSI_1.combinedWith(ENTRY_USD2);
CrossGammaParameterSensitivities sensZeroA = CrossGammaParameterSensitivities.of(ENTRY_ZERO3);
CrossGammaParameterSensitivities sensZeroB = CrossGammaParameterSensitivities.of(ENTRY_ZERO0);
CrossGammaParameterSensitivities sens1plus2plus0a = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0);
CrossGammaParameterSensitivities sens1plus2plus0b = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO3);
CrossGammaParameterSensitivities sens1plus2plus0 = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0).combinedWith(ENTRY_ZERO3);
CrossGammaParameterSensitivities sens2plus0 = SENSI_2.combinedWith(sensZeroA);
assertEquals(SENSI_1.equalWithTolerance(sensZeroA, TOLERENCE_CMP), false);
assertEquals(SENSI_1.equalWithTolerance(SENSI_1, TOLERENCE_CMP), true);
assertEquals(SENSI_1.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false);
assertEquals(SENSI_1.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false);
assertEquals(SENSI_1.equalWithTolerance(sensEur, TOLERENCE_CMP), false);
assertEquals(SENSI_1.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false);
assertEquals(SENSI_1.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false);
assertEquals(SENSI_2.equalWithTolerance(sensZeroA, TOLERENCE_CMP), false);
assertEquals(SENSI_2.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false);
assertEquals(SENSI_2.equalWithTolerance(SENSI_2, TOLERENCE_CMP), true);
assertEquals(SENSI_2.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false);
assertEquals(SENSI_2.equalWithTolerance(sensEur, TOLERENCE_CMP), false);
assertEquals(SENSI_2.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false);
assertEquals(SENSI_2.equalWithTolerance(sens2plus0, TOLERENCE_CMP), true);
assertEquals(sensZeroA.equalWithTolerance(sensZeroA, TOLERENCE_CMP), true);
assertEquals(sensZeroA.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false);
assertEquals(sensZeroA.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false);
assertEquals(sensZeroA.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false);
assertEquals(sensZeroA.equalWithTolerance(sensEur, TOLERENCE_CMP), false);
assertEquals(sensZeroA.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false);
assertEquals(sensZeroA.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false);
assertEquals(sensZeroA.equalWithTolerance(sensZeroB, TOLERENCE_CMP), true);
assertEquals(sensZeroB.equalWithTolerance(sensZeroB, TOLERENCE_CMP), true);
assertEquals(sensZeroB.equalWithTolerance(SENSI_1, TOLERENCE_CMP), false);
assertEquals(sensZeroB.equalWithTolerance(SENSI_2, TOLERENCE_CMP), false);
assertEquals(sensZeroB.equalWithTolerance(sensUsdTotal, TOLERENCE_CMP), false);
assertEquals(sensZeroB.equalWithTolerance(sensEur, TOLERENCE_CMP), false);
assertEquals(sensZeroB.equalWithTolerance(sens1plus2, TOLERENCE_CMP), false);
assertEquals(sensZeroB.equalWithTolerance(sens2plus0, TOLERENCE_CMP), false);
assertEquals(sensZeroB.equalWithTolerance(sensZeroA, TOLERENCE_CMP), true);
assertEquals(sens1plus2.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true);
assertEquals(sens1plus2.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true);
assertEquals(sens1plus2.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0a.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0a, TOLERENCE_CMP), true);
assertEquals(sens1plus2plus0b.equalWithTolerance(sens1plus2plus0b, TOLERENCE_CMP), true);
assertEquals(sens2plus0.equalWithTolerance(sens2plus0, TOLERENCE_CMP), true);
assertEquals(sensZeroA.equalWithTolerance(CrossGammaParameterSensitivities.empty(), TOLERENCE_CMP), true);
assertEquals(CrossGammaParameterSensitivities.empty().equalWithTolerance(sensZeroA, TOLERENCE_CMP), true);
}
public virtual void test_convertedTo_multipleCurrency_mergeWhenSameName()
{
CrossGammaParameterSensitivities test = SENSI_1.combinedWith(ENTRY_USD2_IN_EUR).convertedTo(USD, FX_RATE);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL));
}
public virtual void test_convertedTo_multipleCurrency()
{
CrossGammaParameterSensitivities test = SENSI_2.convertedTo(USD, FX_RATE);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD2, ENTRY_EUR_IN_USD));
}
public virtual void test_combinedWith_empty()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.empty().combinedWith(SENSI_1);
assertEquals(test, SENSI_1);
}
public virtual void test_combinedWith_other()
{
CrossGammaParameterSensitivities test = SENSI_1.combinedWith(SENSI_2);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL, ENTRY_EUR));
}
public virtual void test_combinedWith_one_normalized()
{
CrossGammaParameterSensitivities test = SENSI_1.combinedWith(ENTRY_USD2);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL));
}
//-------------------------------------------------------------------------
public virtual void test_convertedTo_singleCurrency()
{
CrossGammaParameterSensitivities test = SENSI_1.convertedTo(USD, FxMatrix.empty());
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD));
}
public virtual void test_of_array_none()
{
CrossGammaParameterSensitivities test = CrossGammaParameterSensitivities.of();
assertEquals(test.size(), 0);
}
