//-------------------------------------------------------------------------
public virtual void test_ratePointSensitivity()
{
DiscountFxForwardRates test = DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
assertEquals(test.ratePointSensitivity(GBP, DATE_REF), FxForwardSensitivity.of(CURRENCY_PAIR, GBP, DATE_REF, 1d));
assertEquals(test.ratePointSensitivity(USD, DATE_REF), FxForwardSensitivity.of(CURRENCY_PAIR, USD, DATE_REF, 1d));
}
public virtual void test_ratePointSensitivity_nonMatchingCurrency()
{
DiscountFxForwardRates test = DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
assertThrowsIllegalArg(() => test.ratePointSensitivity(EUR, DATE_VAL));
}
