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

Examples of com.opengamma.analytics.financial.provider.sensitivity.inflation.InflationSensitivity.plus()

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    // Add multi-curve
    final Map<String, List<DoublesPair>> expectedSensiAddMulti = new HashMap<>();
    expectedSensiAddMulti.put(CURVE_NAME_1, expectedSensiData1add2);
    expectedSensiAddMulti.put(CURVE_NAME_2, SENSI_DATA_2);
    expectedSensiAddMulti.put(CURVE_NAME_3, SENSI_DATA_3);
    assertEquals(expectedSensiAddMulti, pvSensi_11.plus(pvSensi_22.plus(pvSensi_33.plus(pvSensi_12))).getYieldDiscountingSensitivities());
    assertEquals(InflationSensitivity.ofYieldDiscounting(expectedSensiAddMulti), pvSensi_11.plus(pvSensi_22.plus(pvSensi_33.plus(pvSensi_12))));
  }

  @Test
  public void plusMultipliedByDscIn() {
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    final Map<String, List<DoublesPair>> expectedSensiAddMulti = new HashMap<>();
    expectedSensiAddMulti.put(CURVE_NAME_1, expectedSensiData1add2);
    expectedSensiAddMulti.put(CURVE_NAME_2, SENSI_DATA_2);
    expectedSensiAddMulti.put(CURVE_NAME_3, SENSI_DATA_3);
    assertEquals(expectedSensiAddMulti, pvSensi_11.plus(pvSensi_22.plus(pvSensi_33.plus(pvSensi_12))).getYieldDiscountingSensitivities());
    assertEquals(InflationSensitivity.ofYieldDiscounting(expectedSensiAddMulti), pvSensi_11.plus(pvSensi_22.plus(pvSensi_33.plus(pvSensi_12))));
  }

  @Test
  public void plusMultipliedByDscIn() {
    final Map<String, List<DoublesPair>> sensi11 = new HashMap<>();
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    final Map<String, List<DoublesPair>> sensi11 = new HashMap<>();
    sensi11.put(CURVE_NAME_1, SENSI_DATA_1);
    final Map<String, List<DoublesPair>> sensi22 = new HashMap<>();
    sensi22.put(CURVE_NAME_2, SENSI_DATA_2);
    final InflationSensitivity pvSensiDscIn = InflationSensitivity.ofYieldDiscountingAndPriceIndex(sensi11, sensi22);
    AssertSensivityObjects.assertEquals("CurveSensitivityMarket: plusMultipliedBy", pvSensiDscIn.plus(pvSensiDscIn).cleaned(), pvSensiDscIn.multipliedBy(2.0).cleaned(), TOLERANCE);
  }

  @Test
  public void cleaned() {
    final Map<String, List<DoublesPair>> sensi11 = new HashMap<>();
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