public virtual void test_of_ZeroRateSensitivity()
{
ZeroRateSensitivity zeroPoint = ZeroRateSensitivity.of(USD, YEAR_FRACTION, GBP, VALUE);
CreditCurveZeroRateSensitivity test = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, zeroPoint);
assertEquals(test.Currency, GBP);
assertEquals(test.CurveCurrency, USD);
assertEquals(test.LegalEntityId, LEGAL_ENTITY);
assertEquals(test.Sensitivity, VALUE);
assertEquals(test.YearFraction, YEAR_FRACTION);
assertEquals(test.toZeroRateSensitivity(), zeroPoint);
}
/// <summary>
/// Calculates the parameter sensitivity from the point sensitivity.
/// <para>
/// This is used to convert a single point sensitivity to parameter sensitivity.
/// The calculation typically involves multiplying the point and unit sensitivities.
///
/// </para>
/// </summary>
/// <param name="pointSensitivity"> the point sensitivity to convert </param>
/// <returns> the parameter sensitivity </returns>
/// <exception cref="RuntimeException"> if the result cannot be calculated </exception>
public CurrencyParameterSensitivities parameterSensitivity(CreditCurveZeroRateSensitivity pointSensitivity)
{
return(survivalProbabilities.parameterSensitivity(pointSensitivity.toZeroRateSensitivity()));
}