@Test
public void doubleDouble() {
Scenario scenario = new Scenario("Java API test");
scenario
.surface()
.apply()
.shifts(ScenarioShiftType.RELATIVE, volShift(1.5, 6.0, 0.1), volShift(2.5, 1.0, 0.2));
ScenarioDefinition definition = scenario.createDefinition();
assertEquals("Java API test", definition.getName());
Map<DistinctMarketDataSelector, FunctionParameters> map = definition.getDefinitionMap();
FunctionParameters params =
map.get(new VolatilitySurfaceSelector(null, null, null, null, null, null, null));
assertNotNull(params);
Object value =
((SimpleFunctionParameters) params)
.getValue(StructureManipulationFunction.EXPECTED_PARAMETER_NAME);
CompositeStructureManipulator manipulator = (CompositeStructureManipulator) value;
List manipulators = manipulator.getManipulators();
assertEquals(1, manipulators.size());
List<VolatilitySurfaceShift> shifts =
ImmutableList.of(
new VolatilitySurfaceShift(1.5, 6.0, 0.1), new VolatilitySurfaceShift(2.5, 1.0, 0.2));
VolatilitySurfaceShiftManipulator expected =
VolatilitySurfaceShiftManipulator.create(ScenarioShiftType.RELATIVE, shifts);
assertEquals(expected, manipulators.get(0));
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void dateDate() {
Scenario scenario = new Scenario("Java API test");
scenario
.surface()
.apply()
.shifts(
ScenarioShiftType.RELATIVE,
volShift(Period.ofYears(1), Period.ofMonths(6), 0.1),
volShift(Period.ofYears(2), Period.ofMonths(9), 0.2));
}
