//-------------------------------------------------------------------------
public virtual void test_multipliedBy_currency()
{
CurrencyParameterSensitivities multiplied = SENSI_2.multipliedBy(USD, FACTOR1);
assertEquals(multiplied.size(), 2);
DoubleArray test1 = multiplied.getSensitivity(NAME1, USD).Sensitivity;
for (int i = 0; i < VECTOR1.size(); i++)
{
assertEquals(test1.get(i), VECTOR2.get(i) * FACTOR1);
}
DoubleArray test2 = multiplied.getSensitivity(NAME2, USD).Sensitivity;
for (int i = 0; i < VECTOR1.size(); i++)
{
assertEquals(test2.get(i), VECTOR3.get(i) * FACTOR1);
}
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverImmutableBean(CurrencyParameterSensitivities.empty());
coverImmutableBean(SENSI_1);
coverBeanEquals(SENSI_1, SENSI_2);
}
//-------------------------------------------------------------------------
public virtual void test_equalWithTolerance()
{
CurrencyParameterSensitivities sensUsdTotal = CurrencyParameterSensitivities.of(ENTRY_USD_TOTAL);
CurrencyParameterSensitivities sensEur = CurrencyParameterSensitivities.of(ENTRY_EUR);
CurrencyParameterSensitivities sens1plus2 = SENSI_1.combinedWith(ENTRY_USD2);
CurrencyParameterSensitivities sensZeroA = CurrencyParameterSensitivities.of(ENTRY_ZERO3);
CurrencyParameterSensitivities sensZeroB = CurrencyParameterSensitivities.of(ENTRY_ZERO0);
CurrencyParameterSensitivities sens1plus2plus0a = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0);
CurrencyParameterSensitivities sens1plus2plus0b = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO3);
CurrencyParameterSensitivities sens1plus2plus0 = SENSI_1.combinedWith(ENTRY_USD2).combinedWith(ENTRY_ZERO0).combinedWith(ENTRY_ZERO3);
CurrencyParameterSensitivities 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(CurrencyParameterSensitivities.empty(), TOLERENCE_CMP), true);
assertEquals(CurrencyParameterSensitivities.empty().equalWithTolerance(sensZeroA, TOLERENCE_CMP), true);
}
public virtual void test_split_noSplit()
{
CurrencyParameterSensitivities test = SENSI_1.split();
assertEquals(test, SENSI_1);
}
//-------------------------------------------------------------------------
public virtual void test_split()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of(ENTRY_COMBINED).split();
assertEquals(test, CurrencyParameterSensitivities.of(ENTRY_USD, ENTRY_EUR_IN_USD));
}
public virtual void test_convertedTo_multipleCurrency_mergeWhenSameName()
{
CurrencyParameterSensitivities 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()
{
CurrencyParameterSensitivities test = SENSI_2.convertedTo(USD, FX_RATE);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD2, ENTRY_EUR_IN_USD));
}
public virtual void test_of_array_none()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.of();
assertEquals(test.size(), 0);
}
public virtual void test_combinedWith_empty()
{
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.empty().combinedWith(SENSI_1);
assertEquals(test, SENSI_1);
}
public virtual void test_combinedWith_other()
{
CurrencyParameterSensitivities test = SENSI_1.combinedWith(SENSI_2);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL, ENTRY_EUR));
}
public virtual void test_combinedWith_one_normalized()
{
CurrencyParameterSensitivities test = SENSI_1.combinedWith(ENTRY_USD2);
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD_TOTAL));
}
public virtual void test_builder_emptyMetadata()
{
assertThrows(typeof(System.ArgumentException), () => CurrencyParameterSensitivities.builder().add(ENTRY_USD));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
CurrencyParameterSensitivity entry1 = CurrencyParameterSensitivity.of(NAME1, METADATA1B, USD, VECTOR_USD1);
CurrencyParameterSensitivity entry2 = CurrencyParameterSensitivity.of(NAME1, METADATA1B.subList(0, 2), USD, VECTOR_USD1.subArray(0, 2));
CurrencyParameterSensitivities test = CurrencyParameterSensitivities.builder().add(entry1).add(CurrencyParameterSensitivities.of(entry1)).add(entry2).build();
assertEquals(test.Sensitivities.size(), 1);
assertEquals(test.Sensitivities.get(0).ParameterMetadata, METADATA1B);
assertEquals(test.Sensitivities.get(0).Sensitivity, DoubleArray.of(300, 600, 600, 246));
}
public virtual void test_of_list_normalizeNotPossible()
{
ImmutableList <CurrencyParameterSensitivity> list = ImmutableList.of(ENTRY_USD, ENTRY_USD_SMALL);
assertThrowsIllegalArg(() => CurrencyParameterSensitivities.of(list));
}
//-------------------------------------------------------------------------
/// <summary>
/// Builds the sensitivity from the provided data.
/// <para>
/// If all the values added are tenor-based, or all are date-based, then the resulting
/// sensitivity will have the tenors sorted.
///
/// </para>
/// </summary>
/// <returns> the sensitivities instance </returns>
public CurrencyParameterSensitivities build()
{
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
return(CurrencyParameterSensitivities.of(data.Values.Select(CurrencyParameterSensitivityBuilder::build).OrderBy(CurrencyParameterSensitivity::compareKey).collect(toImmutableList())));
}
//-------------------------------------------------------------------------
/// <summary>
/// Adds sensitivities to the builder.
/// <para>
/// Values with the same market data name and currency will be merged.
///
/// </para>
/// </summary>
/// <param name="sensitivities"> the sensitivities to add </param>
/// <returns> this, for chaining </returns>
public CurrencyParameterSensitivitiesBuilder add(CurrencyParameterSensitivities sensitivities)
{
return(add(sensitivities.Sensitivities));
}
//-------------------------------------------------------------------------
public virtual void test_convertedTo_singleCurrency()
{
CurrencyParameterSensitivities test = SENSI_1.convertedTo(USD, FxMatrix.empty());
assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD));
}