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.

    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);
    AssertSensivityObjects.assertDoesNotEqual("ParameterSensitivity: compare data with different name / currency pairs", sensitivity1, sensitivity3, TOLERANCE);
  }


  @Test
  public void getAllNamesCurrency() {

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  }


  @Test
  public void equalHash() {
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity modified = new MultipleCurrencyParameterSensitivity();
    modified = modified.plus(NAME_2_USD, SENSITIVITY_2_1);
    modified = modified.plus(NAME_2_EUR, SENSITIVITY_2_1);
    assertEquals("ParameterSensitivity: equalHash", sensitivity, sensitivity);

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  @Test
  public void equalHash() {
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity modified = new MultipleCurrencyParameterSensitivity();
    modified = modified.plus(NAME_2_USD, SENSITIVITY_2_1);
    modified = modified.plus(NAME_2_EUR, SENSITIVITY_2_1);
    assertEquals("ParameterSensitivity: equalHash", sensitivity, sensitivity);
    assertEquals("ParameterSensitivity: equalHash", sensitivity.hashCode(), sensitivity.hashCode());

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  public void equalHash() {
    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity modified = new MultipleCurrencyParameterSensitivity();
    modified = modified.plus(NAME_2_USD, SENSITIVITY_2_1);
    modified = modified.plus(NAME_2_EUR, SENSITIVITY_2_1);
    assertEquals("ParameterSensitivity: equalHash", sensitivity, sensitivity);
    assertEquals("ParameterSensitivity: equalHash", sensitivity.hashCode(), sensitivity.hashCode());
    assertFalse("ParameterSensitivity: equalHash", sensitivity.equals(SENSITIVITY_1_1));
    assertFalse("ParameterSensitivity: equalHash", sensitivity.equals(modified));

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    MultipleCurrencyParameterSensitivity sensitivity = new MultipleCurrencyParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_2_EUR, SENSITIVITY_2_1);
    MultipleCurrencyParameterSensitivity modified = new MultipleCurrencyParameterSensitivity();
    modified = modified.plus(NAME_2_USD, SENSITIVITY_2_1);
    modified = modified.plus(NAME_2_EUR, SENSITIVITY_2_1);
    assertEquals("ParameterSensitivity: equalHash", sensitivity, sensitivity);
    assertEquals("ParameterSensitivity: equalHash", sensitivity.hashCode(), sensitivity.hashCode());
    assertFalse("ParameterSensitivity: equalHash", sensitivity.equals(SENSITIVITY_1_1));
    assertFalse("ParameterSensitivity: equalHash", sensitivity.equals(modified));
  }

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  }


  @Test
  public void add() {
    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_2);
    assertEquals("Add same currency, different sensitivities: ", MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2), sensitivity1.getSensitivity(NAME_1_USD));
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_EUR, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(sensitivity1);

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  @Test
  public void add() {
    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_2);
    assertEquals("Add same currency, different sensitivities: ", MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2), sensitivity1.getSensitivity(NAME_1_USD));
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_EUR, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(sensitivity1);
    assertEquals("Add different currency, test size: ", 2, sensitivity2.getSensitivities().size());

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    MultipleCurrencyParameterSensitivity sensitivity1 = new MultipleCurrencyParameterSensitivity();
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_2);
    assertEquals("Add same currency, different sensitivities: ", MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2), sensitivity1.getSensitivity(NAME_1_USD));
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_EUR, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(sensitivity1);
    assertEquals("Add different currency, test size: ", 2, sensitivity2.getSensitivities().size());
    final LinkedHashMap<Pair<String, Currency>, DoubleMatrix1D> expected = Maps.newLinkedHashMap();
    expected.put(NAME_1_EUR, SENSITIVITY_1_1);
    expected.put(NAME_1_USD, (DoubleMatrix1D) MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2));

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    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_1);
    sensitivity1 = sensitivity1.plus(NAME_1_USD, SENSITIVITY_1_2);
    assertEquals("Add same currency, different sensitivities: ", MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2), sensitivity1.getSensitivity(NAME_1_USD));
    MultipleCurrencyParameterSensitivity sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_EUR, SENSITIVITY_1_1);
    sensitivity2 = sensitivity2.plus(sensitivity1);
    assertEquals("Add different currency, test size: ", 2, sensitivity2.getSensitivities().size());
    final LinkedHashMap<Pair<String, Currency>, DoubleMatrix1D> expected = Maps.newLinkedHashMap();
    expected.put(NAME_1_EUR, SENSITIVITY_1_1);
    expected.put(NAME_1_USD, (DoubleMatrix1D) MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2));
    assertEquals("Add different currency, test map: ", expected, sensitivity2.getSensitivities());

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    final LinkedHashMap<Pair<String, Currency>, DoubleMatrix1D> expected = Maps.newLinkedHashMap();
    expected.put(NAME_1_EUR, SENSITIVITY_1_1);
    expected.put(NAME_1_USD, (DoubleMatrix1D) MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2));
    assertEquals("Add different currency, test map: ", expected, sensitivity2.getSensitivities());
    sensitivity2 = new MultipleCurrencyParameterSensitivity();
    sensitivity2 = sensitivity2.plus(NAME_1_USD, 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_USD));
    sensitivity2 = sensitivity2.plus(NAME_2_EUR, SENSITIVITY_2_1);
    assertEquals("Add different currency, test sensitivities of first currency: ", SENSITIVITY_2_1, sensitivity2.getSensitivity(NAME_2_EUR));
    assertEquals("Add different currency, test sensitivities of second currency: ", MATRIX.add(SENSITIVITY_1_1, MATRIX.add(SENSITIVITY_1_1, SENSITIVITY_1_2)), sensitivity2.getSensitivity(NAME_1_USD));

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