public void test_combinedWith() { MutablePointSensitivities base1 = new MutablePointSensitivities(CS1); MutablePointSensitivities base2 = new MutablePointSensitivities(CS2); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.addAll(base1).addAll(base2); PointSensitivityBuilder test = base1.combinedWith(base2); assertEquals(test, expected); }
@Override public MutablePointSensitivities buildInto(MutablePointSensitivities combination) { return combination.add(this); }
@Override public MutablePointSensitivities multipliedBy(double factor) { return mapSensitivity(s -> s * factor); }
/** * Builds the resulting point sensitivity. * <p> * This returns a {@link PointSensitivities} instance. * <p> * Builders may be mutable. * Once this method is called, this instance must not be used. * * @return the built combined sensitivity */ public default PointSensitivities build() { return buildInto(new MutablePointSensitivities()).toImmutable(); }
public void test_combinedWith_mutable() { CreditCurveZeroRateSensitivity base = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base); PointSensitivityBuilder test = base.combinedWith(new MutablePointSensitivities()); assertEquals(test, expected); }
public void test_buildInto() { InflationRateSensitivity base = InflationRateSensitivity.of(GB_HICP_OBS, 3.5); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertEquals(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
public void test_cloned() { MutablePointSensitivities base = new MutablePointSensitivities(); base.add(CS3); MutablePointSensitivities test = base.cloned(); base.add(CS2); test.add(CS1); MutablePointSensitivities baseExpected = new MutablePointSensitivities(); baseExpected.addAll(Lists.newArrayList(CS3, CS2)); assertEquals(base, baseExpected); MutablePointSensitivities testExpected = new MutablePointSensitivities(); testExpected.addAll(Lists.newArrayList(CS3, CS1)); assertEquals(test, testExpected); }
public void test_size_add_getSensitivities() { MutablePointSensitivities test = new MutablePointSensitivities(); assertEquals(test.size(), 0); assertEquals(test.getSensitivities(), ImmutableList.of()); test.add(CS1); assertEquals(test.size(), 1); assertEquals(test.getSensitivities(), ImmutableList.of(CS1)); test.add(CS2); assertEquals(test.size(), 2); assertEquals(test.getSensitivities(), ImmutableList.of(CS1, CS2)); }
public void test_mapSensitivities() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1)); test.mapSensitivity(s -> s / 2); assertEquals( test.getSensitivities(), ImmutableList.of(CS3.withSensitivity(16d), CS2.withSensitivity(11d), CS1.withSensitivity(6d))); }
public void test_sort() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1)); test.sort(); assertEquals(test.getSensitivities(), ImmutableList.of(CS1, CS2, CS3)); }
public void test_size_addAll_getSensitivities() { MutablePointSensitivities test = new MutablePointSensitivities(); assertEquals(test.getSensitivities(), ImmutableList.of()); test.addAll(Lists.newArrayList(CS2, CS1)); assertEquals(test.size(), 2); assertEquals(test.getSensitivities(), ImmutableList.of(CS2, CS1)); }
public void test_normalize() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1, CS3B)); test.normalize(); assertEquals(test.getSensitivities(), ImmutableList.of(CS1, CS2, CS3.withSensitivity(35d))); }
public void test_multiplyBy() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1)); test.multipliedBy(2d); assertEquals( test.getSensitivities(), ImmutableList.of(CS3.withSensitivity(64d), CS2.withSensitivity(44d), CS1.withSensitivity(24d))); }
public void test_withCurrency() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1)); test.withCurrency(USD); assertEquals( test.getSensitivities(), ImmutableList.of(CS3.withCurrency(USD), CS2.withCurrency(USD), CS1.withCurrency(USD))); }
public void test_buildInto() { MutablePointSensitivities base = new MutablePointSensitivities(CS1); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(CS1)); }
public void test_addAll() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS2, CS1)); MutablePointSensitivities test2 = new MutablePointSensitivities(); test2.addAll(Lists.newArrayList(CS3)); test.addAll(test2); assertEquals(test.getSensitivities(), ImmutableList.of(CS2, CS1, CS3)); }
public void test_equals() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1)); MutablePointSensitivities test2 = new MutablePointSensitivities(); test2.addAll(Lists.newArrayList(CS3, CS2, CS1)); MutablePointSensitivities test3 = new MutablePointSensitivities(); test3.addAll(Lists.newArrayList(CS3, CS1)); assertEquals(test.equals(test), true); assertEquals(test.equals(test2), true); assertEquals(test.equals(test3), false); assertEquals(test.equals(ANOTHER_TYPE), false); assertEquals(test.equals(null), false); assertEquals(test.hashCode(), test2.hashCode()); }
public void test_toImmutable() { MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(Lists.newArrayList(CS3, CS2, CS1)); assertEquals(test.toImmutable(), PointSensitivities.of(ImmutableList.of(CS3, CS2, CS1))); }
public void test_build() { MutablePointSensitivities base = new MutablePointSensitivities(); PointSensitivities test = base.build(); assertEquals(test, base.toImmutable()); }
public void test_toString() { ArrayList<PointSensitivity> list = Lists.newArrayList(CS3, CS2, CS1); MutablePointSensitivities test = new MutablePointSensitivities(); test.addAll(list); assertEquals(test.toString().contains(list.toString()), true); }