@Override public PortfolioItemSummary summarize() { String typesStr = typedSensitivities.keySet().stream() .map(CurveSensitivitiesType::toString) .sorted() .collect(joining(", ", "CurveSensitivities[", "]")); return PortfolioItemSummary.of( getId().orElse(null), PortfolioItemType.SENSITIVITIES, ProductType.SENSITIVITIES, typedSensitivities.values().stream() .flatMap(s -> s.getSensitivities().stream()) .map(s -> s.getCurrency()) .collect(toImmutableSet()), typesStr); }
public void test_of_map() { CurveSensitivities test = sut2(); assertEquals(test.getId(), Optional.of(ID2)); assertEquals(test.getInfo(), INFO2); assertEquals(test.getTypedSensitivities(), ImmutableMap.of(ZERO_RATE_DELTA, SENSI1, ZERO_RATE_GAMMA, SENSI2)); assertEquals(test.getTypedSensitivity(ZERO_RATE_DELTA), SENSI1); assertEquals(test.getTypedSensitivity(ZERO_RATE_GAMMA), SENSI2); }
public void test_of_single() { CurveSensitivities test = sut(); assertEquals(test.getId(), Optional.empty()); assertEquals(test.getInfo(), INFO1); assertEquals(test.getTypedSensitivities(), ImmutableMap.of(ZERO_RATE_DELTA, SENSI1)); assertEquals(test.getTypedSensitivity(ZERO_RATE_DELTA), SENSI1); assertThrows(IllegalArgumentException.class, () -> test.getTypedSensitivity(ZERO_RATE_GAMMA)); assertEquals(test.findTypedSensitivity(ZERO_RATE_DELTA), Optional.of(SENSI1)); assertEquals(test.findTypedSensitivity(ZERO_RATE_GAMMA), Optional.empty()); }
parsed.put(sens.getId().map(Object::toString).orElse(""), sens);
parsed.put(sens.getId().map(Object::toString).orElse(""), sens);
parsed.put(sens.getId().map(Object::toString).orElse(""), sens);
public void test_parse_grid_full() { CharSource source = ResourceLocator.ofClasspath("com/opengamma/strata/loader/csv/sensitivity-grid-full.csv").getCharSource(); assertEquals(LOADER_CCP.isKnownFormat(source), true); ValueWithFailures<ListMultimap<String, CurveSensitivities>> test = LOADER_CCP.parse(ImmutableList.of(source)); assertEquals(test.getFailures().size(), 0, test.getFailures().toString()); List<CurveSensitivities> list0 = test.getValue().get("SCHEME~TR1"); assertEquals(list0.size(), 1); CurveSensitivities csens0 = list0.get(0); assertEquals(csens0.getId(), Optional.of(StandardId.of("SCHEME", "TR1"))); assertEquals(csens0.getInfo().getAttribute(CCP_ATTR), "LCH"); assertEquals(csens0.getTypedSensitivities().size(), 2); assertSens(csens0, ZERO_RATE_DELTA, "GBCURVE", GBP, "1M, 3M, 6M", 1, 2, 3); assertSens(csens0, ZERO_RATE_GAMMA, "GBCURVE", GBP, "1M, 3M, 6M", 4, 5, 6); List<CurveSensitivities> list1 = test.getValue().get("OG-Sensitivity~TR2"); assertEquals(list1.size(), 1); CurveSensitivities csens1 = list1.get(0); assertEquals(csens1.getId(), Optional.of(StandardId.of("OG-Sensitivity", "TR2"))); assertEquals(csens1.getInfo().getAttribute(CCP_ATTR), "CME"); assertEquals(csens1.getTypedSensitivities().size(), 1); assertSens(csens1, ZERO_RATE_DELTA, "GBCURVE", GBP, "1M, 3M, 6M", 7, 8, 9); }