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

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

107
108
109
110
111
112
113
114
115
116
117
    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);
View Full Code Here
109
110
111
112
113
114
115
116
117
118
119
    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));
View Full Code Here
110
111
112
113
114
115
116
117
118
119
120
    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);
View Full Code Here
112
113
114
115
116
117
118
119
120
121
122
    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));
View Full Code Here
115
116
117
118
119
120
121
122
123
124
125
    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();
View Full Code Here
118
119
120
121
122
123
124
125
126
127
128
    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();
View Full Code Here
121
122
123
124
125
126
127
128
129
130
131
    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);
View Full Code Here
122
123
124
125
126
127
128
129
130
131
132
    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);
View Full Code Here
124
125
126
127
128
129
130
131
132
133
134
    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);
  }
View Full Code Here
126
127
128
129
130
131
132
133
134
135
136
    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);
  }

  @Test
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.