public void test_of_list_size1() { PointSensitivities test = PointSensitivityBuilder.of(ImmutableList.of(SENS)).build(); assertEquals(test.size(), 1); assertEquals(test.getSensitivities().get(0), SENS); }
public void test_of_list_size0() { PointSensitivities test = PointSensitivityBuilder.of(ImmutableList.of()).build(); assertEquals(test.size(), 0); }
public void test_of_list_size2() { PointSensitivities test = PointSensitivityBuilder.of(ImmutableList.of(SENS, SENS)).build(); assertEquals(test.size(), 2); assertEquals(test.getSensitivities().get(0), SENS); assertEquals(test.getSensitivities().get(1), SENS); }
public void test_of_array_size0() { PointSensitivities test = PointSensitivityBuilder.of().build(); assertEquals(test.size(), 0); }
public void test_of_array_size1() { PointSensitivities test = PointSensitivityBuilder.of(SENS).build(); assertEquals(test.size(), 1); assertEquals(test.getSensitivities().get(0), SENS); }
public void test_of_array_size2() { PointSensitivities test = PointSensitivityBuilder.of(SENS, SENS).build(); assertEquals(test.size(), 2); assertEquals(test.getSensitivities().get(0), SENS); assertEquals(test.getSensitivities().get(1), SENS); }
return PointSensitivityBuilder.of( SwaptionSabrSensitivity.of(name, expiryTime, tenor, ALPHA, ccy, totalSensi[0]), SwaptionSabrSensitivity.of(name, expiryTime, tenor, BETA, ccy, totalSensi[1]),
return PointSensitivityBuilder.of( SwaptionSabrSensitivity.of(name, expiry, tenor, ALPHA, ccy, vega * derivative.get(2)), SwaptionSabrSensitivity.of(name, expiry, tenor, BETA, ccy, vega * derivative.get(3)),
IborCapletFloorletVolatilitiesName name = volatilities.getName(); return PointSensitivityBuilder.of( IborCapletFloorletSabrSensitivity.of(name, expiry, ALPHA, currency, vega * derivative.get(2)), IborCapletFloorletSabrSensitivity.of(name, expiry, BETA, currency, vega * derivative.get(3)),
return PointSensitivityBuilder.of( SwaptionSabrSensitivity.of(name, expiry, tenor, ALPHA, ccy, vega * derivative.get(2)), SwaptionSabrSensitivity.of(name, expiry, tenor, BETA, ccy, vega * derivative.get(3)),