//------------------------------------------------------------------------- public virtual void test_getSensitivity() { CurrencyParameterSensitivities test = CurrencyParameterSensitivities.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_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); } }