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

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

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    }
    // Forward
    final Map<String, List<ForwardSensitivity>> sensitivityFwd = sensitivity.getForwardSensitivities();
    for (final Map.Entry<String, List<ForwardSensitivity>> entry : sensitivityFwd.entrySet()) {
      if (curvesSet.contains(entry.getKey())) {
        result = result.plus(entry.getKey(), new DoubleMatrix1D(multicurves.getIssuerProvider().parameterForwardSensitivity(entry.getKey(), entry.getValue())));
      }
    }
    return result;
  }
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    SimpleParameterSensitivity ps = new SimpleParameterSensitivity();
    // YieldAndDiscount
    final Map<String, List<DoublesPair>> sensitivityDsc = sensitivity.getYieldDiscountingSensitivities();
    for (final Map.Entry<String, List<DoublesPair>> entry : sensitivityDsc.entrySet()) {
      if (curvesSet.contains(entry.getKey())) {
        ps = ps.plus(entry.getKey(), new DoubleMatrix1D(issuer.parameterSensitivity(entry.getKey(), entry.getValue())));
      }
    }
    // Forward
    final Map<String, List<ForwardSensitivity>> sensitivityFwd = sensitivity.getForwardSensitivities();
    for (final Map.Entry<String, List<ForwardSensitivity>> entry : sensitivityFwd.entrySet()) {
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    }
    // Forward
    final Map<String, List<ForwardSensitivity>> sensitivityFwd = sensitivity.getForwardSensitivities();
    for (final Map.Entry<String, List<ForwardSensitivity>> entry : sensitivityFwd.entrySet()) {
      if (curvesSet.contains(entry.getKey())) {
        ps = ps.plus(entry.getKey(), new DoubleMatrix1D(issuer.parameterForwardSensitivity(entry.getKey(), entry.getValue())));
      }
    }
    // By curve name in the curves set (to have the right order)
    double[] result = new double[0];
    for (final String name : curvesSet) {
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    SimpleParameterSensitivity result = new SimpleParameterSensitivity();
    // YieldAndDiscount
    final Map<String, List<DoublesPair>> sensitivityDsc = sensitivity.getYieldDiscountingSensitivities();
    for (final Map.Entry<String, List<DoublesPair>> entry : sensitivityDsc.entrySet()) {
      if (curvesSet.contains(entry.getKey())) {
        result = result.plus(entry.getKey(), new DoubleMatrix1D(parameterMulticurves.getMulticurveProvider().parameterSensitivity(entry.getKey(), entry.getValue())));
      }
    }
    // Forward
    final Map<String, List<ForwardSensitivity>> sensitivityFwd = sensitivity.getForwardSensitivities();
    for (final Map.Entry<String, List<ForwardSensitivity>> entry : sensitivityFwd.entrySet()) {
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    }
    // Forward
    final Map<String, List<ForwardSensitivity>> sensitivityFwd = sensitivity.getForwardSensitivities();
    for (final Map.Entry<String, List<ForwardSensitivity>> entry : sensitivityFwd.entrySet()) {
      if (curvesSet.contains(entry.getKey())) {
        result = result.plus(entry.getKey(), new DoubleMatrix1D(parameterMulticurves.getMulticurveProvider().parameterForwardSensitivity(entry.getKey(), entry.getValue())));
      }
    }
    return result;
  }
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  }

  @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);
  }

  @Test(expectedExceptions = UnsupportedOperationException.class)
  public void testAddToUnmodifiableMap() {
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  @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);
  }

  @Test(expectedExceptions = UnsupportedOperationException.class)
  public void testAddToUnmodifiableMap() {
    final LinkedHashMap<String, DoubleMatrix1D> map = new LinkedHashMap<>();
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  }

  @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);
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  @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();
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    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));
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