/** * Returns a mutable version of this object. * <p> * The result is an instance of the mutable {@link MutablePointSensitivities}. * It will contain the same individual sensitivity entries. * * @return the mutable sensitivity instance, not null */ public MutablePointSensitivities toMutable() { return new MutablePointSensitivities(sensitivities); }
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); }
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_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_combinedWith_mutable() { FxForwardSensitivity base = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, SENSITIVITY); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base); PointSensitivityBuilder test = base.combinedWith(new MutablePointSensitivities()); assertEquals(test, expected); }
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); }
public void test_combinedWith_mutable() { SwaptionSabrSensitivity base = SwaptionSabrSensitivity.of( NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 32d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base); PointSensitivityBuilder test = base.combinedWith(new MutablePointSensitivities()); assertEquals(test, expected); }
public void test_combinedWith_mutable() { SwaptionSensitivity base = SwaptionSensitivity.of(NAME, EXPIRY, TENOR, STRIKE, FORWARD, GBP, 32d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base); PointSensitivityBuilder test = base.combinedWith(new MutablePointSensitivities()); assertEquals(test, expected); }
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_buildInto() { CreditCurveZeroRateSensitivity base = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
public void test_buildInto() { BondFutureOptionSensitivity base = BondFutureOptionSensitivity.of( NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
public void test_buildInto() { SwaptionSensitivity base = SwaptionSensitivity.of(NAME, EXPIRY, TENOR, STRIKE, FORWARD, GBP, 32d); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
public void test_buildInto() { FxForwardSensitivity base = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, SENSITIVITY); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
public void test_buildInto() { FxOptionSensitivity base = FxOptionSensitivity.of(NAME, PAIR, EXPIRY, STRIKE, FORWARD, GBP, SENSI_VALUE); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
public void test_buildInto() { RepoCurveZeroRateSensitivity base = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); MutablePointSensitivities combo = new MutablePointSensitivities(); MutablePointSensitivities test = base.buildInto(combo); assertSame(test, combo); assertEquals(test.getSensitivities(), ImmutableList.of(base)); }
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_combinedWith() { ZeroRateSensitivity base1 = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); ZeroRateSensitivity base2 = ZeroRateSensitivity.of(GBP, YEARFRAC2, 22d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base1).add(base2); PointSensitivityBuilder test = base1.combinedWith(base2); assertEquals(test, expected); }
public void test_combinedWith() { SwaptionSabrSensitivity base1 = SwaptionSabrSensitivity.of( NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 32d); SwaptionSabrSensitivity base2 = SwaptionSabrSensitivity.of( NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 22d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base1).add(base2); PointSensitivityBuilder test = base1.combinedWith(base2); assertEquals(test, expected); }
public void test_combinedWith() { InflationRateSensitivity base1 = InflationRateSensitivity.of(CH_CPI_OBS, 5.0); InflationRateSensitivity base2 = InflationRateSensitivity.of(CH_CPI_OBS, 7.0); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base1).add(base2); PointSensitivityBuilder test = base1.combinedWith(base2); assertEquals(test, expected); }
public void test_combinedWith() { IborRateSensitivity base1 = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d); IborRateSensitivity base2 = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION2, 22d); MutablePointSensitivities expected = new MutablePointSensitivities(); expected.add(base1).add(base2); PointSensitivityBuilder test = base1.combinedWith(base2); assertEquals(test, expected); }