Package com.opengamma.analytics.financial.provider.sensitivity.multicurve

Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.SimpleParameterSensitivity

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    new SimpleParameterSensitivity(null);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testPlusNullPair() {
    new SimpleParameterSensitivity().plus(null, SENSITIVITY_1_1);
  }
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    new SimpleParameterSensitivity().plus(null, SENSITIVITY_1_1);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testPlusNullMatrix() {
    new SimpleParameterSensitivity().plus(NAME_1, null);
  }
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    new SimpleParameterSensitivity().plus(NAME_1, null);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testPlusNullSensitivities() {
    new SimpleParameterSensitivity().plus(null);
  }
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    new SimpleParameterSensitivity().plus(null);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testGetSensitivityNullName() {
    new SimpleParameterSensitivity().getSensitivity(null);
  }
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    new SimpleParameterSensitivity().getSensitivity(null);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void addWrongSize() {
    SimpleParameterSensitivity sensitivity1 = new SimpleParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity1.plus(NAME_1, SENSITIVITY_2_1);
  }
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  @Test(expectedExceptions = UnsupportedOperationException.class)
  public void testAddToUnmodifiableMap() {
    final LinkedHashMap<String, DoubleMatrix1D> map = new LinkedHashMap<>();
    map.put(NAME_1, SENSITIVITY_1_1);
    final SimpleParameterSensitivity sensitivities = new SimpleParameterSensitivity(map);
    final Map<String, DoubleMatrix1D> unmodifiable = sensitivities.getSensitivities();
    unmodifiable.put(NAME_1, SENSITIVITY_1_2);
  }
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  @Test
  public void testObject() {
    LinkedHashMap<String, DoubleMatrix1D> map = new LinkedHashMap<>();
    map.put(NAME_1, SENSITIVITY_1_1);
    final SimpleParameterSensitivity sensitivity = new SimpleParameterSensitivity(map);
    assertFalse(sensitivity.getSensitivities() == map);
    assertEquals(map, sensitivity.getSensitivities());
    assertEquals(map.keySet(), sensitivity.getAllNames());
    assertEquals(SENSITIVITY_1_1, sensitivity.getSensitivity(NAME_1));
    SimpleParameterSensitivity other = new SimpleParameterSensitivity(map);
    assertEquals(sensitivity, other);
    assertEquals(sensitivity.hashCode(), other.hashCode());
    map = new LinkedHashMap<>();
    assertFalse(sensitivity.getSensitivities().equals(map));
    map.put(NAME_1, SENSITIVITY_1_1);
    other = new SimpleParameterSensitivity(map);
    assertEquals(sensitivity, other);
    map.put(NAME_1, SENSITIVITY_1_2);
    map.put(NAME_2, SENSITIVITY_2_1);
    other = new SimpleParameterSensitivity(map);
    assertFalse(sensitivity.equals(other));
    other = new SimpleParameterSensitivity();
    assertTrue(other.getSensitivities().isEmpty());
  }
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    assertTrue(other.getSensitivities().isEmpty());
  }

  @Test
  public void plus() {
    SimpleParameterSensitivity sensitivity1 = new SimpleParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_1, SENSITIVITY_1_2);
    assertEquals("Add same currency, different sensitivities: ", MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2), sensitivity1.getSensitivity(NAME_1));
    SimpleParameterSensitivity sensitivity2 = new SimpleParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(sensitivity1);
    sensitivity2 = new SimpleParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(sensitivity1);
    assertEquals("Add same currency, test sensitivities: ", MATRIX.add(SENSITIVITY_1_1, MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2)), sensitivity2.getSensitivity(NAME_1));
    sensitivity2 = sensitivity2.plus(NAME_2, SENSITIVITY_2_1);
    assertEquals("Add different currency, test sensitivities of first name: ", SENSITIVITY_2_1, sensitivity2.getSensitivity(NAME_2));
    assertEquals("Add different currency, test sensitivities of second name: ", MATRIX.add(SENSITIVITY_1_1, MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2)), sensitivity2.getSensitivity(NAME_1));
    sensitivity2 = sensitivity2.plus(NAME_2, SENSITIVITY_2_1);
    assertEquals("Test add same sensitivities: ", MATRIX.scale(SENSITIVITY_2_1, 2.0), sensitivity2.getSensitivity(NAME_2));
    assertEquals("Test other currency: ", MATRIX.add(SENSITIVITY_1_1, MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2)), sensitivity2.getSensitivity(NAME_1));
    sensitivity2 = sensitivity2.plus(NAME_1, SENSITIVITY_1_1);
    assertEquals("SimpleParameterSensitivity: plus", MATRIX.scale(SENSITIVITY_2_1, 2.0), sensitivity2.getSensitivity(NAME_2));
    SimpleParameterSensitivity sensitivity3 = new SimpleParameterSensitivity();
    sensitivity3 = sensitivity3.plus("New name", SENSITIVITY_1_1);
    sensitivity3 = sensitivity3.plus(NAME_1, SENSITIVITY_1_1);
    SimpleParameterSensitivity sensitivity4 = new SimpleParameterSensitivity();
    sensitivity4 = sensitivity4.plus("New name", SENSITIVITY_1_1);
    SimpleParameterSensitivity sensitivity5 = new SimpleParameterSensitivity();
    sensitivity5 = sensitivity5.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity4 = sensitivity4.plus(sensitivity5);
    AssertSensivityObjects.assertEquals("SimpleParameterSensitivity: plus", sensitivity3, sensitivity4, TOLERANCE);
  }
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  }

  @Test
  public void multiplyBy() {
    final double factor = 5.8;
    SimpleParameterSensitivity sensitivity = new SimpleParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity = sensitivity.multipliedBy(factor);
    assertEquals("Test multiplyBy, single name / currency pair: ", MATRIX.scale(SENSITIVITY_1_1, factor), sensitivity.getSensitivity(NAME_1));
    SimpleParameterSensitivity sensi2 = new SimpleParameterSensitivity();
    sensi2 = sensi2.plus(NAME_1, SENSITIVITY_1_1);
    sensi2 = sensi2.plus(NAME_2, SENSITIVITY_2_1);
    sensi2 = sensi2.multipliedBy(factor);
    assertEquals("Test multiplyBy, first name / currency pair: ", MATRIX.scale(SENSITIVITY_1_1, factor), sensi2.getSensitivity(NAME_1));
    assertEquals("Test multiplyBy, second name / currency pair: ", MATRIX.scale(SENSITIVITY_2_1, factor), sensi2.getSensitivity(NAME_2));
  }
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    assertEquals("Test multiplyBy, second name / currency pair: ", MATRIX.scale(SENSITIVITY_2_1, factor), sensi2.getSensitivity(NAME_2));
  }

  @Test
  public void compare() {
    SimpleParameterSensitivity sensitivity1 = new SimpleParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_2, SENSITIVITY_2_1);
    SimpleParameterSensitivity sensitivity2 = new SimpleParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(NAME_2, SENSITIVITY_2_1);
    AssertSensivityObjects.assertEquals("ParameterSensitivity: compare same data", sensitivity1, sensitivity2, TOLERANCE);
    AssertSensivityObjects.assertDoesNotEqual("ParameterSensitivity: compare different data outside tolerance", sensitivity1.multipliedBy(2.0), sensitivity2, TOLERANCE);
    AssertSensivityObjects.assertEquals("ParameterSensitivity: compare different data inside tolerance", sensitivity1.multipliedBy(1 + TOLERANCE / 10), sensitivity2, TOLERANCE);
    SimpleParameterSensitivity sensitivity3 = new SimpleParameterSensitivity();
    sensitivity3 = sensitivity3.plus(NAME_1, SENSITIVITY_1_1);
    AssertSensivityObjects.assertDoesNotEqual("ParameterSensitivity: compare data with different name / currency pairs", sensitivity1, sensitivity3, TOLERANCE);
  }
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