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

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


  @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);
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    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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    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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  }

  @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);
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  @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);
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  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();
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    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);
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    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);
  }

  @Test
  public void getAllNamesCurrency() {
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  }

  @Test
  public void equalHash() {
    SimpleParameterSensitivity sensitivity = new SimpleParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_2, SENSITIVITY_2_1);
    SimpleParameterSensitivity modified = new SimpleParameterSensitivity();
    modified = modified.plus(NAME_2, SENSITIVITY_2_1);
    modified = modified.plus(NAME_2, SENSITIVITY_2_1);
    assertEquals("ParameterSensitivity: equalHash", sensitivity, sensitivity);
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  @Test
  public void equalHash() {
    SimpleParameterSensitivity sensitivity = new SimpleParameterSensitivity();
    sensitivity = sensitivity.plus(NAME_1, SENSITIVITY_1_1);
    sensitivity = sensitivity.plus(NAME_2, SENSITIVITY_2_1);
    SimpleParameterSensitivity modified = new SimpleParameterSensitivity();
    modified = modified.plus(NAME_2, SENSITIVITY_2_1);
    modified = modified.plus(NAME_2, SENSITIVITY_2_1);
    assertEquals("ParameterSensitivity: equalHash", sensitivity, sensitivity);
    assertEquals("ParameterSensitivity: equalHash", sensitivity.hashCode(), sensitivity.hashCode());
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