Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_mapSensitivity()
        {
            FxIndexSensitivity @base    = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, SENSITIVITY_VALUE);
            FxIndexSensitivity test     = @base.mapSensitivity(s => 1d / s);
            FxIndexSensitivity expected = FxIndexSensitivity.of(GBP_USD_WM_OBS, USD, GBP, 1d / SENSITIVITY_VALUE);

            assertEquals(test, expected);
        }