Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        // proper end-to-end tests are elsewhere
        public virtual void test_parameterSensitivity()
        {
            DiscountOvernightIndexRates test  = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES);
            OvernightRateSensitivity    point = OvernightRateSensitivity.ofPeriod(GBP_SONIA_AFTER, DATE_AFTER_END, GBP, 1d);

            assertEquals(test.parameterSensitivity(point).size(), 1);
        }