本文整理了Java中com.opengamma.strata.pricer.ZeroRateSensitivity.combinedWith()方法的一些代码示例，展示了ZeroRateSensitivity.combinedWith()的具体用法。这些代码示例主要来源于Github/Stackoverflow/Maven等平台，是从一些精选项目中提取出来的代码，具有较强的参考意义，能在一定程度帮忙到你。ZeroRateSensitivity.combinedWith()方法的具体详情如下：
包路径：com.opengamma.strata.pricer.ZeroRateSensitivity
类名称：ZeroRateSensitivity
方法名：combinedWith

ZeroRateSensitivity.combinedWith介绍

暂无

代码示例

代码示例来源：origin: OpenGamma/Strata

public void test_combinedWith_mutable() {
 ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 MutablePointSensitivities expected = new MutablePointSensitivities();
 expected.add(base);
 PointSensitivityBuilder test = base.combinedWith(new MutablePointSensitivities());
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_combinedWith() {
 ZeroRateSensitivity base1 = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 ZeroRateSensitivity base2 = ZeroRateSensitivity.of(GBP, YEARFRAC2, 22d);
 MutablePointSensitivities expected = new MutablePointSensitivities();
 expected.add(base1).add(base2);
 PointSensitivityBuilder test = base1.combinedWith(base2);
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_singleDiscountCurveParameterSensitivity() {
 ZeroRateSensitivity zeroPt = ZeroRateSensitivity.of(USD, 10d, 5d);
 CreditCurveZeroRateSensitivity creditPt = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY_ABC, JPY, 2d, 3d);
 FxForwardSensitivity fxPt = FxForwardSensitivity.of(CurrencyPair.of(JPY, USD), USD, LocalDate.of(2017, 2, 14), 15d);
 CreditRatesProvider test = ImmutableCreditRatesProvider.builder()
   .creditCurves(ImmutableMap.of(
     Pair.of(LEGAL_ENTITY_ABC, USD), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_USD),
     Pair.of(LEGAL_ENTITY_ABC, JPY), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_JPY),
     Pair.of(LEGAL_ENTITY_DEF, JPY), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_DEF, CRD_DEF)))
   .discountCurves(ImmutableMap.of(USD, DSC_USD, JPY, DSC_JPY))
   .recoveryRateCurves(ImmutableMap.of(LEGAL_ENTITY_ABC, RR_ABC, LEGAL_ENTITY_DEF, RR_DEF))
   .valuationDate(VALUATION)
   .build();
 CurrencyParameterSensitivities computed = CurrencyParameterSensitivities.of(
   test.singleDiscountCurveParameterSensitivity(zeroPt.combinedWith(creditPt).combinedWith(fxPt).build(), USD));
 CurrencyParameterSensitivities expected = DSC_USD.parameterSensitivity(zeroPt);
 assertTrue(computed.equalWithTolerance(expected, 1.0e-14));
}

代码示例来源：origin: OpenGamma/Strata

public void test_singleCreditCurveParameterSensitivity() {
 ZeroRateSensitivity zeroPt = ZeroRateSensitivity.of(USD, 10d, 5d);
 CreditCurveZeroRateSensitivity creditPt = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY_ABC, JPY, 2d, 3d);
 FxForwardSensitivity fxPt = FxForwardSensitivity.of(CurrencyPair.of(JPY, USD), USD, LocalDate.of(2017, 2, 14), 15d);
 CreditRatesProvider test = ImmutableCreditRatesProvider.builder()
   .creditCurves(ImmutableMap.of(
     Pair.of(LEGAL_ENTITY_ABC, USD), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_USD),
     Pair.of(LEGAL_ENTITY_ABC, JPY), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_JPY),
     Pair.of(LEGAL_ENTITY_DEF, JPY), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_DEF, CRD_DEF)))
   .discountCurves(ImmutableMap.of(USD, DSC_USD, JPY, DSC_JPY))
   .recoveryRateCurves(ImmutableMap.of(LEGAL_ENTITY_ABC, RR_ABC, LEGAL_ENTITY_DEF, RR_DEF))
   .valuationDate(VALUATION)
   .build();
 CurrencyParameterSensitivities computed = CurrencyParameterSensitivities.of(test.singleCreditCurveParameterSensitivity(
   zeroPt.combinedWith(creditPt).combinedWith(fxPt).build(),
   LEGAL_ENTITY_ABC,
   JPY));
 CurrencyParameterSensitivities expected =
   LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_JPY).parameterSensitivity(creditPt);
 assertTrue(computed.equalWithTolerance(expected, 1.0e-14));
}

代码示例来源：origin: OpenGamma/Strata

public void test_parameterSensitivity() {
 ZeroRateSensitivity zeroPt = ZeroRateSensitivity.of(USD, 10d, 5d);
 CreditCurveZeroRateSensitivity creditPt = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY_ABC, JPY, 2d, 3d);
 FxForwardSensitivity fxPt = FxForwardSensitivity.of(CurrencyPair.of(JPY, USD), USD, LocalDate.of(2017, 2, 14), 15d);
 CreditRatesProvider test = ImmutableCreditRatesProvider.builder()
   .creditCurves(ImmutableMap.of(
     Pair.of(LEGAL_ENTITY_ABC, USD), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_USD),
     Pair.of(LEGAL_ENTITY_ABC, JPY), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_JPY),
     Pair.of(LEGAL_ENTITY_DEF, JPY), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_DEF, CRD_DEF)))
   .discountCurves(ImmutableMap.of(USD, DSC_USD, JPY, DSC_JPY))
   .recoveryRateCurves(ImmutableMap.of(LEGAL_ENTITY_ABC, RR_ABC, LEGAL_ENTITY_DEF, RR_DEF))
   .valuationDate(VALUATION)
   .build();
 CurrencyParameterSensitivities computed =
   test.parameterSensitivity(zeroPt.combinedWith(creditPt).combinedWith(fxPt).build());
 CurrencyParameterSensitivities expected = DSC_USD.parameterSensitivity(zeroPt).combinedWith(
   LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY_ABC, CRD_ABC_JPY).parameterSensitivity(creditPt));
 assertTrue(computed.equalWithTolerance(expected, 1.0e-14));
}

代码示例来源：origin: OpenGamma/Strata

currencyPair.getCounter(),
  -priceDerivatives.getDerivative(3) * signedNotional);
return counterSensi.combinedWith(baseSensi);