@Override
public <T> Set<T> eval(QueryEnvironment<T> env, ImmutableList<Argument> args, Executor executor)
throws QueryException, InterruptedException {
QueryExpression from = args.get(0).getExpression();
QueryExpression to = args.get(1).getExpression();
Set<T> fromSet = from.eval(env, executor);
Set<T> toSet = to.eval(env, executor);
// Algorithm:
// 1) compute "reachableFromX", the forward transitive closure of the "from" set;
// 2) find the intersection of "reachableFromX" with the "to" set, and traverse the graph using
// the reverse dependencies. This will effectively compute the intersection between the nodes
// reachable from the "from" set and the reverse transitive closure of the "to" set.
env.buildTransitiveClosure(fromSet, Integer.MAX_VALUE, executor);
Set<T> reachableFromX = env.getTransitiveClosure(fromSet);
Set<T> result = MoreSets.intersection(reachableFromX, toSet);
Collection<T> worklist = result;
while (!worklist.isEmpty()) {
Collection<T> reverseDeps = env.getReverseDeps(worklist);
worklist = Lists.newArrayList();
for (T target : reverseDeps) {
if (reachableFromX.contains(target) && result.add(target)) {
worklist.add(target);
}
}
}
return result;
}
@Override
public <T> Set<T> eval(
QueryEnvironment<T> env, ImmutableList<Argument> args, ListeningExecutorService executor)
throws QueryException, InterruptedException {
QueryExpression argument = args.get(args.size() - 1).getExpression();
String attr = CaseFormat.LOWER_UNDERSCORE.to(CaseFormat.LOWER_CAMEL, args.get(0).getWord());
final String attrValue = args.get(1).getWord();
final Predicate<Object> predicate =
new Predicate<Object>() {
@Override
public boolean apply(Object input) {
return attrValue.equals(input.toString());
}
};
Set<T> result = new LinkedHashSet<>();
for (T target : argument.eval(env, executor)) {
ImmutableSet<Object> matchingObjects = env.filterAttributeContents(target, attr, predicate);
if (!matchingObjects.isEmpty()) {
result.add(target);
}
}
return result;
}
private static ImmutableMap<String, String> getQueryMap(final String query)
throws MalformedRequestException {
if (StringUtils.isBlank(query)) {
return ImmutableMap.of();
} else {
final Iterable<String> params = Splitter.on('&').split(query);
final ImmutableMap.Builder<String, String> map = ImmutableMap.builder();
for (final String param : params) {
final ImmutableList<String> strings = ImmutableList.copyOf(Splitter.on('=').split(param));
final String name = strings.get(0);
if (strings.size() > 2) {
throw new MalformedRequestException("Multiple '=' for parameter " + name);
}
final String value;
if (strings.size() > 1) {
value = strings.get(1);
} else {
value = null;
}
if (map.build().keySet().contains(name)) {
throw new MalformedRequestException("Duplicate value for parameter " + name);
}
map.put(name, value);
}
return map.build();
}
}
@Test
public void ensureFilesInSubdirectoriesAreKeptInSubDirectories() throws IOException {
BuildRuleResolver ruleResolver = new BuildRuleResolver();
BuildTarget target = BuildTargetFactory.newInstance("//:example");
Genrule rule =
ruleResolver.buildAndAddToIndex(
Genrule.newGenruleBuilder(new FakeAbstractBuildRuleBuilderParams())
.setRelativeToAbsolutePathFunctionForTesting(relativeToAbsolutePathFunction)
.setBuildTarget(target)
.setBash(Optional.of("ignored"))
.addSrc("in-dir.txt")
.addSrc("foo/bar.html")
.addSrc("other/place.txt")
.setOut("example-file"));
ImmutableList.Builder<Step> builder = ImmutableList.builder();
rule.addSymlinkCommands(builder);
ImmutableList<Step> commands = builder.build();
String baseTmpPath = GEN_DIR + "/example__srcs/";
assertEquals(3, commands.size());
MkdirAndSymlinkFileStep linkCmd = (MkdirAndSymlinkFileStep) commands.get(0);
assertEquals("in-dir.txt", linkCmd.getSource());
assertEquals(baseTmpPath + "in-dir.txt", linkCmd.getTarget());
linkCmd = (MkdirAndSymlinkFileStep) commands.get(1);
assertEquals("foo/bar.html", linkCmd.getSource());
assertEquals(baseTmpPath + "foo/bar.html", linkCmd.getTarget());
linkCmd = (MkdirAndSymlinkFileStep) commands.get(2);
assertEquals("other/place.txt", linkCmd.getSource());
assertEquals(baseTmpPath + "other/place.txt", linkCmd.getTarget());
}
private void createAndroidBinaryRuleAndTestCopyNativeLibraryCommand(
ImmutableSet<String> cpuFilters,
String sourceDir,
String destinationDir,
ImmutableList<String> expectedShellCommands) {
BuildRuleResolver ruleResolver = new BuildRuleResolver();
AndroidBinaryRule.Builder builder =
AndroidBinaryRule.newAndroidBinaryRuleBuilder(new FakeAbstractBuildRuleBuilderParams())
.setBuildTarget(BuildTargetFactory.newInstance("//:fbandroid_with_dash_debug_fbsign"))
.setManifest("AndroidManifest.xml")
.setKeystore(addKeystoreRule(ruleResolver))
.setTarget("Google Inc:Google APIs:16");
for (String filter : cpuFilters) {
builder.addCpuFilter(filter);
}
ImmutableList.Builder<Step> commands = ImmutableList.builder();
AndroidBinaryRule buildRule = ruleResolver.buildAndAddToIndex(builder);
buildRule.copyNativeLibrary(sourceDir, destinationDir, commands);
ImmutableList<Step> steps = commands.build();
assertEquals(steps.size(), expectedShellCommands.size());
ExecutionContext context = createMock(ExecutionContext.class);
replay(context);
for (int i = 0; i < steps.size(); ++i) {
Iterable<String> observedArgs = ((BashStep) steps.get(i)).getShellCommand(context);
String observedCommand = Joiner.on(' ').join(observedArgs);
assertEquals(expectedShellCommands.get(i), observedCommand);
}
verify(context);
}
@Override
public void forEach(BiConsumer<? super K, ? super V> action) {
checkNotNull(action);
ImmutableList<K> keyList = keySet.asList();
for (int i = 0; i < size(); i++) {
action.accept(keyList.get(i), valueList.get(i));
}
}
private static String getSingleAttribute(String attribute) {
ImmutableList<String> attributeNames = getAttributeNames(attribute);
if (attributeNames.size() != 1 || ALL_ATTRIBUTES.equals(attributeNames.get(0))) {
throw new IllegalArgumentException("must specify a single attribute: " + attribute);
}
return attributeNames.get(0);
}
/**
* Checks if this trade is cross-currency.
*
* <p>A cross currency swap is defined as one with legs in two different currencies.
*
* @return true if cross currency
*/
public boolean isCrossCurrency() {
// optimized for performance
Currency firstCurrency = legs.get(0).getCurrency();
for (int i = 1; i < legs.size(); i++) {
if (!legs.get(i).getCurrency().equals(firstCurrency)) {
return true;
}
}
return false;
}
public static String removeParent(final String parentPath, final String childPath) {
checkArgument(isChild(parentPath, childPath));
ImmutableList<String> parent = split(parentPath);
ImmutableList<String> child = split(childPath);
child = child.subList(parent.size(), child.size());
String strippedChildPath = child.get(0);
for (int i = 1; i < child.size(); i++) {
appendChild(strippedChildPath, child.get(i));
}
return strippedChildPath;
}
/**
* This method builds a (linear) tree from a single path.
*
* <p>Note that, while this is just a special case of {@link #buildTreeFromMultiplePaths}, this is
* the preferred way, because the given path could come from any analysis, e.g., a predicate
* analysis, and the exact given path should be used for interpolation. This is not guaranteed by
* the more general approach given in {@link #buildTreeFromMultiplePaths}, because there the
* interpolation tree is build from a (non-unambiguous) set of states.
*/
private ARGState buildTreeFromSinglePath(final ARGPath targetPath) {
ImmutableList<ARGState> states = targetPath.asStatesList();
for (int i = 0; i < states.size() - 1; i++) {
ARGState predecessorState = states.get(i);
ARGState successorState = states.get(i + 1);
predecessorRelation.put(successorState, predecessorState);
successorRelation.put(predecessorState, successorState);
}
return states.get(0);
}
@Test
public void traverseWithPair() throws NoSuchFieldException {
Type type = TestFields.class.getField("pairOfPathsAndStrings").getGenericType();
TypeCoercer<?> coercer = typeCoercerFactory.typeCoercerForType(type);
TestTraversal traversal = new TestTraversal();
ImmutableList<?> input = ImmutableList.of("foo", "bar");
coercer.traverse(input, traversal);
assertThat(
traversal.getObjects(),
Matchers.<Object>contains(
ImmutableList.of(sameInstance(input.get(0)), sameInstance(input.get(1)))));
}
@Test(dataProvider = "tailSeries")
public void test_tailSeries(int count, int[] expected) {
LocalDateDoubleTimeSeries base =
LocalDateDoubleTimeSeries.builder().putAll(DATES_2010_14, VALUES_10_14).build();
LocalDateDoubleTimeSeries test = base.tailSeries(count);
assertEquals(test.size(), expected.length);
for (int i = 0; i < DATES_2010_14.size(); i++) {
if (Arrays.binarySearch(expected, i) >= 0) {
assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.of(VALUES_10_14.get(i)));
} else {
assertEquals(test.get(DATES_2010_14.get(i)), OptionalDouble.empty());
}
}
}
@Override
void validate(final ValidationEnvironment env) throws EvalException {
ValidationEnvironment localEnv = new ValidationEnvironment(env);
FunctionSignature sig = signature.getSignature();
FunctionSignature.Shape shape = sig.getShape();
ImmutableList<String> names = sig.getNames();
List<Expression> defaultExpressions = signature.getDefaultValues();
int positionals = shape.getPositionals();
int mandatoryPositionals = shape.getMandatoryPositionals();
int namedOnly = shape.getNamedOnly();
int mandatoryNamedOnly = shape.getMandatoryNamedOnly();
boolean starArg = shape.hasStarArg();
boolean kwArg = shape.hasKwArg();
int named = positionals + namedOnly;
int args = named + (starArg ? 1 : 0) + (kwArg ? 1 : 0);
int startOptionals = mandatoryPositionals;
int endOptionals = named - mandatoryNamedOnly;
int j = 0; // index for the defaultExpressions
for (int i = 0; i < args; i++) {
String name = names.get(i);
if (startOptionals <= i && i < endOptionals) {
defaultExpressions.get(j++).validate(env);
}
localEnv.declare(name, getLocation());
}
for (Statement stmts : statements) {
stmts.validate(localEnv);
}
}
public void testComplexBuilder() {
List<Integer> colorElem = asList(0x00, 0x33, 0x66, 0x99, 0xCC, 0xFF);
ImmutableList.Builder<Integer> webSafeColorsBuilder = ImmutableList.builder();
for (Integer red : colorElem) {
for (Integer green : colorElem) {
for (Integer blue : colorElem) {
webSafeColorsBuilder.add((red << 16) + (green << 8) + blue);
}
}
}
ImmutableList<Integer> webSafeColors = webSafeColorsBuilder.build();
assertEquals(216, webSafeColors.size());
Integer[] webSafeColorArray = webSafeColors.toArray(new Integer[webSafeColors.size()]);
assertEquals(0x000000, (int) webSafeColorArray[0]);
assertEquals(0x000033, (int) webSafeColorArray[1]);
assertEquals(0x000066, (int) webSafeColorArray[2]);
assertEquals(0x003300, (int) webSafeColorArray[6]);
assertEquals(0x330000, (int) webSafeColorArray[36]);
assertEquals(0x000066, (int) webSafeColors.get(2));
assertEquals(0x003300, (int) webSafeColors.get(6));
ImmutableList<Integer> addedColor = webSafeColorsBuilder.add(0x00BFFF).build();
assertEquals(
"Modifying the builder should not have changed any already" + " built sets",
216,
webSafeColors.size());
assertEquals("the new array should be one bigger than webSafeColors", 217, addedColor.size());
Integer[] appendColorArray = addedColor.toArray(new Integer[addedColor.size()]);
assertEquals(0x00BFFF, (int) appendColorArray[216]);
}
@Test(dataProvider = "invalidSlaveCount")
public void testInvalidSlaveCount(int slaveCount, String expectedViolations) {
operation.setNewSlaveCount(slaveCount);
ImmutableList<String> violations = validator.validate(operation);
assertThat(violations.size(), is(1));
assertThat(violations.get(0), is(expectedViolations));
}
@Override
public Collection<StoreFile> getUnneededFiles(long maxTs, List<StoreFile> filesCompacting) {
Collection<StoreFile> expiredStoreFiles = null;
ImmutableList<StoreFile> files = storefiles;
// 1) We can never get rid of the last file which has the maximum seqid.
// 2) Files that are not the latest can't become one due to (1), so the rest are fair game.
for (int i = 0; i < files.size() - 1; ++i) {
StoreFile sf = files.get(i);
long fileTs = sf.getReader().getMaxTimestamp();
if (fileTs < maxTs && !filesCompacting.contains(sf)) {
LOG.info(
"Found an expired store file: "
+ sf.getPath()
+ " whose maxTimeStamp is "
+ fileTs
+ ", which is below "
+ maxTs);
if (expiredStoreFiles == null) {
expiredStoreFiles = new ArrayList<StoreFile>();
}
expiredStoreFiles.add(sf);
}
}
return expiredStoreFiles;
}
private ResponseHandler getResponseHandler(ImmutableList<ResponseHandler> list) {
if (list.size() == 1) {
return list.get(0);
}
return new AndResponseHandler(list);
}
@Override
public void visit(NodeTraversal t, Node n, Node parent) {
for (int i = 0, len = rules.size(); i < len; i++) {
Rule rule = rules.get(i);
rule.check(t, n);
}
}
public ArtifactCache createArtifactCache(
Optional<String> currentWifiSsid, BuckEventBus buckEventBus) {
ImmutableList<String> modes = getArtifactCacheModes();
if (modes.isEmpty()) {
return new NoopArtifactCache();
}
ImmutableList.Builder<ArtifactCache> builder = ImmutableList.builder();
boolean useDistributedCache = isWifiUsableForDistributedCache(currentWifiSsid);
try {
for (String mode : modes) {
switch (ArtifactCacheNames.valueOf(mode)) {
case dir:
ArtifactCache dirArtifactCache = createDirArtifactCache();
buckEventBus.register(dirArtifactCache);
builder.add(dirArtifactCache);
break;
case http:
if (useDistributedCache) {
ArtifactCache httpArtifactCache = createHttpArtifactCache(buckEventBus);
builder.add(httpArtifactCache);
}
break;
}
}
} catch (IllegalArgumentException e) {
throw new HumanReadableException("Unusable cache.mode: '%s'", modes.toString());
}
ImmutableList<ArtifactCache> artifactCaches = builder.build();
if (artifactCaches.size() == 1) {
// Don't bother wrapping a single artifact cache in MultiArtifactCache.
return artifactCaches.get(0);
} else {
return new MultiArtifactCache(artifactCaches);
}
}
/**
* Translates a feature pointed by a node from its original feature type to a given one, using
* values from those attributes that exist in both original and destination feature type. New
* attributes are populated with null values
*
* @param node The node that points to the feature. No checking is performed to ensure the node
* points to a feature instead of other type
* @param featureType the destination feature type
* @return a feature with the passed feature type and data taken from the input feature
*/
private Feature alter(NodeRef node, RevFeatureType featureType) {
RevFeature oldFeature =
command(RevObjectParse.class).setObjectId(node.objectId()).call(RevFeature.class).get();
RevFeatureType oldFeatureType;
oldFeatureType =
command(RevObjectParse.class)
.setObjectId(node.getMetadataId())
.call(RevFeatureType.class)
.get();
ImmutableList<PropertyDescriptor> oldAttributes = oldFeatureType.sortedDescriptors();
ImmutableList<PropertyDescriptor> newAttributes = featureType.sortedDescriptors();
ImmutableList<Optional<Object>> oldValues = oldFeature.getValues();
List<Optional<Object>> newValues = Lists.newArrayList();
for (int i = 0; i < newAttributes.size(); i++) {
int idx = oldAttributes.indexOf(newAttributes.get(i));
if (idx != -1) {
Optional<Object> oldValue = oldValues.get(idx);
newValues.add(oldValue);
} else {
newValues.add(Optional.absent());
}
}
RevFeature newFeature = RevFeature.build(ImmutableList.copyOf(newValues));
FeatureBuilder featureBuilder = new FeatureBuilder(featureType);
Feature feature = featureBuilder.build(node.name(), newFeature);
return feature;
}
@Test
public void shouldBePossibleToCreateStateList() {
ImmutableList<AddressState> addresses = createAddressList(addresses()).asStateList();
assertThat(addresses.get(0).city, equalTo("Uppsala"));
assertThat(addresses.get(1).city, equalTo("Stockholm"));
}
private Collection<List<AbstractState>> callTransferRelation(
final CompositeState compositeState,
final CompositePrecision compositePrecision,
final CFAEdge cfaEdge)
throws CPATransferException, InterruptedException {
int resultCount = 1;
List<AbstractState> componentElements = compositeState.getWrappedStates();
checkArgument(
componentElements.size() == size, "State with wrong number of component states given");
List<Collection<? extends AbstractState>> allComponentsSuccessors = new ArrayList<>(size);
for (int i = 0; i < size; i++) {
TransferRelation lCurrentTransfer = transferRelations.get(i);
AbstractState lCurrentElement = componentElements.get(i);
Precision lCurrentPrecision = compositePrecision.get(i);
Collection<? extends AbstractState> componentSuccessors;
componentSuccessors =
lCurrentTransfer.getAbstractSuccessorsForEdge(
lCurrentElement, lCurrentPrecision, cfaEdge);
resultCount *= componentSuccessors.size();
if (resultCount == 0) {
// shortcut
break;
}
allComponentsSuccessors.add(componentSuccessors);
}
// create cartesian product of all elements we got
return createCartesianProduct(allComponentsSuccessors, resultCount);
}
@Test
public void shouldBePossibleToCreateList() {
ImmutableList<Address> addresses = createAddressList(addresses()).asAddressList();
assertThat(addresses.get(0).isFromUppsala(), is(true));
assertThat(addresses.get(1).isFromUppsala(), is(false));
}
public void setTableDataAlignment(final ImmutableList<Integer> columnAlign) {
// set alignment
if (this.header != null && this.columnCount > 0) {
for (int i = 0; i < this.columnCount; i++) {
this.header[i].setDataAlign(columnAlign.get(i).shortValue());
}
}
}
@Test(dataProvider = "invalidAvailabilityZoneCreateSpecs")
public void testInvalidAvailabilityZoneCreateSpec(
AvailabilityZoneCreateSpec spec, String errorMsg) {
ImmutableList<String> violations = validator.validate(spec);
assertThat(violations.size(), is(1));
assertThat(violations.get(0), startsWith(errorMsg));
}
protected void assertTestCurrency(int i, BadgerEntity<Currency> currency) {
int j = i % NUM_CURRENCIES;
Currency message = currency.getMessage();
assertEquals("US Dollar" + j, message.getName());
assertEquals(ALL_STRINGS_3_LIST.get(j), message.getAlphabeticCode());
assertEquals(j, message.getNumericCode());
assertEquals(2, message.getMinorUnit());
}
public static int parseAndWriteBuckCompatibleDepfile(
ExecutionContext context,
ProjectFilesystem filesystem,
HeaderPathNormalizer headerPathNormalizer,
HeaderVerification headerVerification,
Path sourceDepFile,
Path destDepFile,
Path inputPath,
Path outputPath)
throws IOException {
// Process the dependency file, fixing up the paths, and write it out to it's final location.
// The paths of the headers written out to the depfile are the paths to the symlinks from the
// root of the repo if the compilation included them from the header search paths pointing to
// the symlink trees, or paths to headers relative to the source file if the compilation
// included them using source relative include paths. To handle both cases we check for the
// prerequisites both in the values and the keys of the replacement map.
Logger.get(Depfiles.class).debug("Processing dependency file %s as Makefile", sourceDepFile);
ImmutableMap<String, Object> params =
ImmutableMap.<String, Object>of("input", inputPath, "output", outputPath);
try (InputStream input = filesystem.newFileInputStream(sourceDepFile);
BufferedReader reader = new BufferedReader(new InputStreamReader(input));
OutputStream output = filesystem.newFileOutputStream(destDepFile);
BufferedWriter writer = new BufferedWriter(new OutputStreamWriter(output));
SimplePerfEvent.Scope perfEvent =
SimplePerfEvent.scope(
context.getBuckEventBus(), PerfEventId.of("depfile-parse"), params)) {
ImmutableList<String> prereqs = Depfiles.parseDepfile(reader).getPrereqs();
// Skip the first prereq, as it's the input source file.
Preconditions.checkState(inputPath.toString().equals(prereqs.get(0)));
ImmutableList<String> headers = prereqs.subList(1, prereqs.size());
for (String rawHeader : headers) {
Path header = Paths.get(rawHeader).normalize();
Optional<Path> absolutePath =
headerPathNormalizer.getAbsolutePathForUnnormalizedPath(header);
if (absolutePath.isPresent()) {
Preconditions.checkState(absolutePath.get().isAbsolute());
writer.write(absolutePath.get().toString());
writer.newLine();
} else if (headerVerification.getMode() != HeaderVerification.Mode.IGNORE
&& !headerVerification.isWhitelisted(header.toString())) {
context
.getBuckEventBus()
.post(
ConsoleEvent.create(
headerVerification.getMode() == HeaderVerification.Mode.ERROR
? Level.SEVERE
: Level.WARNING,
"%s: included an untracked header \"%s\"",
inputPath,
header));
if (headerVerification.getMode() == HeaderVerification.Mode.ERROR) {
return 1;
}
}
}
}
return 0;
}
/** Normalizes all shard routings to the same version. */
public IndexShardRoutingTable normalizeVersions() {
if (shards.isEmpty()) {
return this;
}
if (shards.size() == 1) {
return this;
}
long highestVersion = shards.get(0).version();
boolean requiresNormalization = false;
for (int i = 1; i < shards.size(); i++) {
if (shards.get(i).version() != highestVersion) {
requiresNormalization = true;
}
if (shards.get(i).version() > highestVersion) {
highestVersion = shards.get(i).version();
}
}
if (!requiresNormalization) {
return this;
}
List<ShardRouting> shardRoutings = new ArrayList<>(shards.size());
for (int i = 0; i < shards.size(); i++) {
if (shards.get(i).version() == highestVersion) {
shardRoutings.add(shards.get(i));
} else {
shardRoutings.add(new ShardRouting(shards.get(i), highestVersion));
}
}
return new IndexShardRoutingTable(
shardId, ImmutableList.copyOf(shardRoutings), primaryAllocatedPostApi);
}
@Test
public void blobApiBean() throws IOException {
final Ds3SpecParser parser = new Ds3SpecParserImpl();
final Ds3ApiSpec spec =
parser.getSpec(Ds3SpecParserImpl_Test.class.getResourceAsStream("/specs/blobApiBean.xml"));
assertThat(spec.getTypes().size(), is(1));
final Ds3Type blobApiBean =
spec.getTypes().get("com.spectralogic.s3.common.platform.domain.BulkObject");
assertThat(blobApiBean, is(notNullValue()));
final ImmutableList<Ds3Element> elements = blobApiBean.getElements();
assertThat(elements.size(), is(7));
assertThat(elements.get(0).getName(), is("InCache"));
assertThat(elements.get(0).getNullable(), is(true));
assertThat(elements.get(1).getName(), is("Latest"));
assertThat(elements.get(1).getNullable(), is(false));
assertThat(elements.get(2).getName(), is("Length"));
assertThat(elements.get(2).getNullable(), is(false));
assertThat(elements.get(3).getName(), is("Name"));
assertThat(elements.get(3).getNullable(), is(true));
assertThat(elements.get(4).getName(), is("Offset"));
assertThat(elements.get(4).getNullable(), is(false));
assertThat(elements.get(5).getName(), is("PhysicalPlacement"));
assertThat(elements.get(5).getNullable(), is(true));
assertThat(elements.get(6).getName(), is("Version"));
assertThat(elements.get(6).getNullable(), is(false));
}
/** Test present value sensitivity for ISDA */
public void test_presentValueSensitivity_ISDA() {
RateObservationFn<RateObservation> mockObs = mock(RateObservationFn.class);
DiscountFactors mockDf = mock(DiscountFactors.class);
SimpleRatesProvider simpleProv = new SimpleRatesProvider(VAL_DATE, mockDf);
ExpandedFra fraExp = FRA.expand();
double forwardRate = 0.05;
double discountRate = 0.015;
double paymentTime = 0.3;
double discountFactor = Math.exp(-discountRate * paymentTime);
LocalDate fixingDate = FRA.getStartDate();
PointSensitivityBuilder sens = IborRateSensitivity.of(FRA.getIndex(), fixingDate, 1d);
when(mockDf.discountFactor(fraExp.getPaymentDate())).thenReturn(discountFactor);
when(mockDf.zeroRatePointSensitivity(fraExp.getPaymentDate()))
.thenReturn(
ZeroRateSensitivity.of(
fraExp.getCurrency(), fraExp.getPaymentDate(), -discountFactor * paymentTime));
when(mockObs.rateSensitivity(
fraExp.getFloatingRate(), fraExp.getStartDate(), fraExp.getEndDate(), simpleProv))
.thenReturn(sens);
when(mockObs.rate(fraExp.getFloatingRate(), FRA.getStartDate(), FRA.getEndDate(), simpleProv))
.thenReturn(forwardRate);
DiscountingFraProductPricer test = new DiscountingFraProductPricer(mockObs);
PointSensitivities sensitivity = test.presentValueSensitivity(fraExp, simpleProv);
double eps = 1.e-7;
double fdDscSense = dscSensitivity(FRA, forwardRate, discountFactor, paymentTime, eps);
double fdSense = presentValueFwdSensitivity(FRA, forwardRate, discountFactor, eps);
ImmutableList<PointSensitivity> sensitivities = sensitivity.getSensitivities();
assertEquals(sensitivities.size(), 2);
IborRateSensitivity sensitivity0 = (IborRateSensitivity) sensitivities.get(0);
assertEquals(sensitivity0.getIndex(), FRA.getIndex());
assertEquals(sensitivity0.getFixingDate(), fixingDate);
assertEquals(sensitivity0.getSensitivity(), fdSense, FRA.getNotional() * eps);
ZeroRateSensitivity sensitivity1 = (ZeroRateSensitivity) sensitivities.get(1);
assertEquals(sensitivity1.getCurrency(), FRA.getCurrency());
assertEquals(sensitivity1.getDate(), fraExp.getPaymentDate());
assertEquals(sensitivity1.getSensitivity(), fdDscSense, FRA.getNotional() * eps);
// test via FraTrade
DiscountingFraTradePricer testTrade = new DiscountingFraTradePricer(test);
assertEquals(
testTrade.presentValueSensitivity(FRA_TRADE, simpleProv),
test.presentValueSensitivity(fraExp, simpleProv));
}
