//-------------------------------------------------------------------------
public virtual void test_createParameterSensitivity()
{
DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES);
DoubleArray sensitivities = DoubleArray.of(0.12, 0.15);
CurrencyParameterSensitivities sens = test.createParameterSensitivity(USD, sensitivities);
assertEquals(sens.Sensitivities.get(0), CURVE.createParameterSensitivity(USD, sensitivities));
}
