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

com.opengamma.analytics.financial.provider.sensitivity.inflation.MultipleCurrencyInflationSensitivity.plus()
Create a new multiple currency sensitivity by adding the sensitivity associated to a given currency. If the currency is not yet present in the existing sensitivity a new map is created with the extra entry. If the currency is already present, the associated sensitivities are added (in the sense of {@link InterestRateCurveSensitivity}) and a new map is created with all the other existing entries and the entry with the currency and the sum sensitivity. @param ccy The currency. Not null. @param sensitivity The sensitivity associated to the currency. Not null. @return The new multiple currency sensitivity.

  public MultipleCurrencyInflationSensitivity visitCouponFixed(final CouponFixed coupon, final InflationProviderInterface inflation) {
    MultipleCurrencyMulticurveSensitivity multipleCurrencyMulticurveSensitivity = METHOD_CPN_FIXED.presentValueCurveSensitivity(coupon, inflation.getMulticurveProvider());
    MultipleCurrencyInflationSensitivity multipleCurrencyInflationSensitivity = new MultipleCurrencyInflationSensitivity();
    for (final Currency loopccy : multipleCurrencyMulticurveSensitivity.getCurrencies()) {
      Map<String, List<DoublesPair>> sensitivityPriceCurve = new HashMap<>();
      multipleCurrencyInflationSensitivity.plus(loopccy, InflationSensitivity.of(multipleCurrencyMulticurveSensitivity.getSensitivity(loopccy), sensitivityPriceCurve));
    }
    return multipleCurrencyInflationSensitivity;
  }


  @Override

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  public MultipleCurrencyInflationSensitivity visitCouponFixedCompounding(final CouponFixedCompounding coupon, final InflationProviderInterface inflation) {
    MultipleCurrencyMulticurveSensitivity multipleCurrencyMulticurveSensitivity = METHOD_CPN_FIXED_COMPOUNDING.presentValueCurveSensitivity(coupon, inflation.getMulticurveProvider());
    MultipleCurrencyInflationSensitivity multipleCurrencyInflationSensitivity = new MultipleCurrencyInflationSensitivity();
    for (final Currency loopccy : multipleCurrencyMulticurveSensitivity.getCurrencies()) {
      Map<String, List<DoublesPair>> sensitivityPriceCurve = new HashMap<>();
      multipleCurrencyInflationSensitivity.plus(loopccy, InflationSensitivity.of(multipleCurrencyMulticurveSensitivity.getSensitivity(loopccy), sensitivityPriceCurve));
    }
    return multipleCurrencyInflationSensitivity;
  }


  //-----     Annuity     ------

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  public MultipleCurrencyInflationSensitivity visitGenericAnnuity(final Annuity<? extends Payment> annuity, final InflationProviderInterface inflation) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(inflation, "inflation");
    MultipleCurrencyInflationSensitivity cs = annuity.getNthPayment(0).accept(this, inflation);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      cs = cs.plus(annuity.getNthPayment(loopp).accept(this, inflation));
    }
    return cs;
  }


  @Override

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      }
      MultipleCurrencyInflationSensitivity result = new MultipleCurrencyInflationSensitivity();
      for (int i = 0; i < currencies.size(); i++) {
        final Currency currency = Currency.of((String) currencies.get(i).getValue());
        final InflationSensitivity sensitivity = deserializer.fieldValueToObject(InflationSensitivity.class, sensitivities.get(i));
        result = result.plus(currency, sensitivity);
      }
      return result;
    }


    @Override

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    final Map<String, List<DoublesPair>> priceCurveSensitivities2 = new HashMap<>();
    priceCurveSensitivities1.put("PC3", Arrays.asList(new DoublesPair(1.21, 2.31), new DoublesPair(3.41, 4.51)));
    priceCurveSensitivities1.put("PC4", Arrays.asList(new DoublesPair(9.81, 8.71), new DoublesPair(5.41, 3.21), new DoublesPair(2.331, 3.441)));
    final InflationSensitivity is2 = InflationSensitivity.of(sensitivities2, priceCurveSensitivities2);
    MultipleCurrencyInflationSensitivity sensitivities = new MultipleCurrencyInflationSensitivity();
    sensitivities = sensitivities.plus(Currency.AUD, is1);
    sensitivities = sensitivities.plus(Currency.CAD, is2);
    assertEquals(sensitivities, cycleObject(MultipleCurrencyInflationSensitivity.class, sensitivities));
  }
}

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    priceCurveSensitivities1.put("PC3", Arrays.asList(new DoublesPair(1.21, 2.31), new DoublesPair(3.41, 4.51)));
    priceCurveSensitivities1.put("PC4", Arrays.asList(new DoublesPair(9.81, 8.71), new DoublesPair(5.41, 3.21), new DoublesPair(2.331, 3.441)));
    final InflationSensitivity is2 = InflationSensitivity.of(sensitivities2, priceCurveSensitivities2);
    MultipleCurrencyInflationSensitivity sensitivities = new MultipleCurrencyInflationSensitivity();
    sensitivities = sensitivities.plus(Currency.AUD, is1);
    sensitivities = sensitivities.plus(Currency.CAD, is2);
    assertEquals(sensitivities, cycleObject(MultipleCurrencyInflationSensitivity.class, sensitivities));
  }
}

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    final InflationSensitivity cs = InflationSensitivity.of(SENSI_11, SENSI_FWD_11, SENSI_33);
    final Currency ccy1 = Currency.AUD;
    final MultipleCurrencyInflationSensitivity mcs = MultipleCurrencyInflationSensitivity.of(ccy1, cs);
    assertEquals("MultipleCurrencyCurveSensitivityMarket: of", cs, mcs.getSensitivity(ccy1));
    MultipleCurrencyInflationSensitivity constructor = new MultipleCurrencyInflationSensitivity();
    constructor = constructor.plus(ccy1, cs);
    AssertSensivityObjects.assertEquals("MultipleCurrencyCurveSensitivityMarket: of", mcs.cleaned(), constructor.cleaned(), TOLERANCE);
    AssertSensivityObjects.assertEquals("MultipleCurrencyCurveSensitivityMarket: getSensitivity", new InflationSensitivity(), mcs.getSensitivity(Currency.CAD), TOLERANCE);
  }


  @Test

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    final Currency ccy1 = Currency.AUD;
    final Currency ccy2 = Currency.CAD;
    final InflationSensitivity cs1 = InflationSensitivity.of(SENSI_11, SENSI_FWD_11, SENSI_33);
    final InflationSensitivity cs2 = InflationSensitivity.of(SENSI_22, SENSI_FWD_11, SENSI_33);
    MultipleCurrencyInflationSensitivity mcs1 = MultipleCurrencyInflationSensitivity.of(ccy1, cs1);
    mcs1 = mcs1.plus(ccy2, cs2);
    MultipleCurrencyInflationSensitivity mcs2 = MultipleCurrencyInflationSensitivity.of(ccy2, cs2);
    mcs2 = mcs2.plus(ccy1, cs1);
    AssertSensivityObjects.assertEquals("MultipleCurrencyCurveSensitivityMarket: cleaned", mcs1.cleaned(), mcs2.cleaned(), TOLERANCE);
  }

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    final InflationSensitivity cs1 = InflationSensitivity.of(SENSI_11, SENSI_FWD_11, SENSI_33);
    final InflationSensitivity cs2 = InflationSensitivity.of(SENSI_22, SENSI_FWD_11, SENSI_33);
    MultipleCurrencyInflationSensitivity mcs1 = MultipleCurrencyInflationSensitivity.of(ccy1, cs1);
    mcs1 = mcs1.plus(ccy2, cs2);
    MultipleCurrencyInflationSensitivity mcs2 = MultipleCurrencyInflationSensitivity.of(ccy2, cs2);
    mcs2 = mcs2.plus(ccy1, cs1);
    AssertSensivityObjects.assertEquals("MultipleCurrencyCurveSensitivityMarket: cleaned", mcs1.cleaned(), mcs2.cleaned(), TOLERANCE);
  }


  @Test
  public void converted() {

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