public virtual void test_convertedTo_multipleCurrency() { CurrencyParameterSensitivities test = SENSI_2.convertedTo(USD, FX_RATE); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD2, ENTRY_EUR_IN_USD)); }
//------------------------------------------------------------------------- public virtual void test_convertedTo_singleCurrency() { CurrencyParameterSensitivities test = SENSI_1.convertedTo(USD, FxMatrix.empty()); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD)); }