/** * Gets the surface name. * * @return the surface name */ public default SurfaceName getName() { return getMetadata().getSurfaceName(); }
@Override public UnitParameterSensitivity zValueParameterSensitivity(double x, double y) { return getMetadata().getParameterMetadata().isPresent() ? UnitParameterSensitivity.of( getMetadata().getSurfaceName(), getMetadata().getParameterMetadata().get(), deformationFunction.apply(DoublesPair.of(x, y)).getDerivatives()) : UnitParameterSensitivity.of( getMetadata().getSurfaceName(), deformationFunction.apply(DoublesPair.of(x, y)).getDerivatives()); }
public void test_of() { DeformedSurface test = DeformedSurface.of(METADATA, SURFACE_ORG, FUNCTION); assertEquals(test.getDeformationFunction(), FUNCTION); assertEquals(test.getMetadata(), METADATA); assertEquals(test.getName(), METADATA.getSurfaceName()); assertEquals(test.getOriginalSurface(), SURFACE_ORG); assertEquals(test.getParameterCount(), SIZE); assertEquals(test.getParameter(2), SURFACE_ORG.getParameter(2)); assertEquals(test.getParameterMetadata(2), SURFACE_ORG.getParameterMetadata(2)); }
sensiExpected = sensiExpected.combinedWith( CurrencyParameterSensitivity.of( surfaceMetadata.getSurfaceName(), surfaceMetadata.getParameterMetadata().get(), USD,
sensiExpected = sensiExpected.combinedWith( CurrencyParameterSensitivity.of( surfaceMetadata.getSurfaceName(), surfaceMetadata.getParameterMetadata().get(), EUR,
.zValueParameterSensitivity(expiryTime, TEST_TENOR[i]); CurrencyParameterSensitivity alphaSensiObj = sensiComputed.getSensitivity( SwaptionSabrRateVolatilityDataSet.META_ALPHA.getSurfaceName(), USD); CurrencyParameterSensitivity betaSensiObj = sensiComputed.getSensitivity( SwaptionSabrRateVolatilityDataSet.META_BETA_USD.getSurfaceName(), USD); CurrencyParameterSensitivity rhoSensiObj = sensiComputed.getSensitivity( SwaptionSabrRateVolatilityDataSet.META_RHO.getSurfaceName(), USD); CurrencyParameterSensitivity nuSensiObj = sensiComputed.getSensitivity( SwaptionSabrRateVolatilityDataSet.META_NU.getSurfaceName(), USD); DoubleArray alphaNodeSensiComputed = alphaSensiObj.getSensitivity(); DoubleArray betaNodeSensiComputed = betaSensiObj.getSensitivity();