Beispiel #1
0
        //-------------------------------------------------------------------------
        public virtual void test_withSensitivity()
        {
            ZeroRateSensitivity @base    = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
            ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 20d);
            ZeroRateSensitivity test     = @base.withSensitivity(20d);

            assertEquals(test, expected);
        }