public virtual void tokens()
{
CurrencyParameterSensitivity sensitivity1 = CurrencyParameterSensitivity.of(CurveName.of("curve1"), Currency.AUD, DoubleArray.EMPTY);
CurrencyParameterSensitivity sensitivity2 = CurrencyParameterSensitivity.of(CurveName.of("curve2"), Currency.CHF, DoubleArray.EMPTY);
CurrencyParameterSensitivities sensitivities = CurrencyParameterSensitivities.of(sensitivity1, sensitivity2);
ISet <string> expected = ImmutableSet.of("curve1", "curve2", "aud", "chf");
CurrencyParameterSensitivitiesTokenEvaluator evaluator = new CurrencyParameterSensitivitiesTokenEvaluator();
assertThat(evaluator.tokens(sensitivities)).isEqualTo(expected);
}
public virtual void evaluate()
{
CurrencyParameterSensitivity sensitivity1 = CurrencyParameterSensitivity.of(CurveName.of("curve1"), Currency.AUD, DoubleArray.EMPTY);
CurrencyParameterSensitivity sensitivity2 = CurrencyParameterSensitivity.of(CurveName.of("curve2"), Currency.CHF, DoubleArray.EMPTY);
CurrencyParameterSensitivity sensitivity3 = CurrencyParameterSensitivity.of(CurveName.of("curve2"), Currency.AUD, DoubleArray.EMPTY);
CurrencyParameterSensitivities sensitivities = CurrencyParameterSensitivities.of(sensitivity1, sensitivity2, sensitivity3);
CurrencyParameterSensitivitiesTokenEvaluator evaluator = new CurrencyParameterSensitivitiesTokenEvaluator();
CurrencyParameterSensitivities expected1 = CurrencyParameterSensitivities.of(sensitivity1, sensitivity3);
EvaluationResult result1 = evaluator.evaluate(sensitivities, FUNCTIONS, "aud", ImmutableList.of());
assertThat(result1.Result).Success;
CurrencyParameterSensitivities result1Value = (CurrencyParameterSensitivities)result1.Result.Value;
assertThat(result1Value.Sensitivities).containsAll(expected1.Sensitivities);
CurrencyParameterSensitivities expected2 = CurrencyParameterSensitivities.of(sensitivity2, sensitivity3);
EvaluationResult result2 = evaluator.evaluate(sensitivities, FUNCTIONS, "curve2", ImmutableList.of());
assertThat(result2.Result).Success;
CurrencyParameterSensitivities result2Value = (CurrencyParameterSensitivities)result2.Result.Value;
assertThat(result2Value.Sensitivities).containsAll(expected2.Sensitivities);
EvaluationResult result3 = evaluator.evaluate(sensitivities, FUNCTIONS, "chf", ImmutableList.of());
assertThat(result3.Result).hasValue(sensitivity2);
EvaluationResult result4 = evaluator.evaluate(sensitivities, FUNCTIONS, "usd", ImmutableList.of());
assertThat(result4.Result).Failure;
}
