示例#1
0
        //-------------------------------------------------------------------------
        public virtual void test_combinedWith()
        {
            PointSensitivityBuilder @base = PointSensitivityBuilder.none();
            PointSensitivityBuilder ibor  = DummyPointSensitivity.of(GBP, date(2015, 6, 30), 2.0d);

            assertSame(@base.combinedWith(ibor), ibor);     // returns other
        }
示例#2
0
        public virtual void test_equalWithTolerance_true()
        {
            PointSensitivity   cs1b  = DummyPointSensitivity.of(GBP, date(2015, 6, 30), 12.1d);
            PointSensitivities test1 = PointSensitivities.of(Lists.newArrayList(CS3, CS1)).normalized();
            PointSensitivities test2 = PointSensitivities.of(Lists.newArrayList(CS3, cs1b)).normalized();

            assertTrue(test1.equalWithTolerance(test2, 1.0E-1));
        }