@Test
public void testObject() {
final ParameterSensitivityCalculator other =
new ParameterSensitivityCalculator(SENSITIVITY_IRS_CALCULATOR);
assertEquals(NODE_CALCULATOR, other);
assertEquals(NODE_CALCULATOR.hashCode(), other.hashCode());
}
@Test
public void testPresentValue() {
final InstrumentDerivativeVisitor<YieldCurveBundle, Double> valueCalculator =
PresentValueCalculator.getInstance();
final DoubleMatrix1D result =
NODE_CALCULATOR.calculateSensitivity(SWAP, new HashSet<String>(), CURVE_BUNDLE_YIELD);
final DoubleMatrix1D fdresult =
finiteDiffNodeSensitivitiesYield(SWAP, valueCalculator, null, CURVE_BUNDLE_YIELD);
assertArrayEquals(result.getData(), fdresult.getData(), TOLERANCE_SENSI);
}
