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

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

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  @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);
    sensi2 = sensi2.multipliedBy(factor);
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    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));
  }

  @Test
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