Examples of com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyParameterSensitivity.plus()

com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyParameterSensitivity.plus()
Create a copy of the sensitivity and add a given named sensitivity to it. If the name / currency pair is in the map, the two sensitivity matrices are added. Otherwise, a new entry is put into the map @param nameCcy The name and the currency, not null @param sensitivity The sensitivity to add, not null @return The total sensitivity.


  @Test
  public void converted() {
    final FXMatrix fxMatrix = new FXMatrix(EUR, USD, 1.25);
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_1_EUR, SENSITIVITY_1_2);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    final MultipleCurrencyParameterSensitivity sensitivityUSDConverted = sensitivity.converted(fxMatrix, USD);
    MultipleCurrencyParameterSensitivity sensitivityUSDExpected = new MultipleCurrencyParameterSensitivity();
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, SENSITIVITY_1_1);

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  @Test
  public void converted() {
    final FXMatrix fxMatrix = new FXMatrix(EUR, USD, 1.25);
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_1_EUR, SENSITIVITY_1_2);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    final MultipleCurrencyParameterSensitivity sensitivityUSDConverted = sensitivity.converted(fxMatrix, USD);
    MultipleCurrencyParameterSensitivity sensitivityUSDExpected = new MultipleCurrencyParameterSensitivity();
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_1_2, fxMatrix.getFxRate(EUR, USD)));

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  public void converted() {
    final FXMatrix fxMatrix = new FXMatrix(EUR, USD, 1.25);
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_1_EUR, SENSITIVITY_1_2);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    final MultipleCurrencyParameterSensitivity sensitivityUSDConverted = sensitivity.converted(fxMatrix, USD);
    MultipleCurrencyParameterSensitivity sensitivityUSDExpected = new MultipleCurrencyParameterSensitivity();
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_1_2, fxMatrix.getFxRate(EUR, USD)));
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_2_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_2_1, fxMatrix.getFxRate(EUR, USD)));

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    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_1_EUR, SENSITIVITY_1_2);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    final MultipleCurrencyParameterSensitivity sensitivityUSDConverted = sensitivity.converted(fxMatrix, USD);
    MultipleCurrencyParameterSensitivity sensitivityUSDExpected = new MultipleCurrencyParameterSensitivity();
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_1_2, fxMatrix.getFxRate(EUR, USD)));
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_2_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_2_1, fxMatrix.getFxRate(EUR, USD)));
    assertTrue("Test convert: ", AssertSensivityObjects.assertEquals("ParameterSensitivity: convert", sensitivityUSDExpected, sensitivityUSDConverted, TOLERANCE));
  }

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    sensitivity = sensitivity.plus(NAME_1_EUR, SENSITIVITY_1_2);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    final MultipleCurrencyParameterSensitivity sensitivityUSDConverted = sensitivity.converted(fxMatrix, USD);
    MultipleCurrencyParameterSensitivity sensitivityUSDExpected = new MultipleCurrencyParameterSensitivity();
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_1_2, fxMatrix.getFxRate(EUR, USD)));
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_2_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_2_1, fxMatrix.getFxRate(EUR, USD)));
    assertTrue("Test convert: ", AssertSensivityObjects.assertEquals("ParameterSensitivity: convert", sensitivityUSDExpected, sensitivityUSDConverted, TOLERANCE));
  }


  @Test

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    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    final MultipleCurrencyParameterSensitivity sensitivityUSDConverted = sensitivity.converted(fxMatrix, USD);
    MultipleCurrencyParameterSensitivity sensitivityUSDExpected = new MultipleCurrencyParameterSensitivity();
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_1_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_1_2, fxMatrix.getFxRate(EUR, USD)));
    sensitivityUSDExpected = sensitivityUSDExpected.plus(NAME_2_USD, (DoubleMatrix1D) MATRIX.scale(SENSITIVITY_2_1, fxMatrix.getFxRate(EUR, USD)));
    assertTrue("Test convert: ", AssertSensivityObjects.assertEquals("ParameterSensitivity: convert", sensitivityUSDExpected, sensitivityUSDConverted, TOLERANCE));
  }


  @Test
  public void compare() {

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  }


  @Test
  public void compare() {
    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(NAME_2_EUR, SENSITIVITY_2_1);
    AssertSensivityObjects.assertEquals("ParameterSensitivity: compare same data", sensitivity1, sensitivity2, TOLERANCE);

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  @Test
  public void compare() {
    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(NAME_2_EUR, 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);

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  public void compare() {
    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(NAME_2_EUR, 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);
    MultipleCurrencyParameterSensitivity sensitivity3 = new MultipleCurrencyParameterSensitivity();

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    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(NAME_2_EUR, 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);
    MultipleCurrencyParameterSensitivity sensitivity3 = new MultipleCurrencyParameterSensitivity();
    sensitivity3 = sensitivity3.plus(NAME_1_USD, SENSITIVITY_1_1);

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