C# (CSharp) com.opengamma.strata.market.param CrossGammaParameterSensitivities.diagonal Examples

Example #1

File: CrossGammaParameterSensitivitiesTest.cs Project: ckarcz/Strata.ConvertedToCSharp

 public virtual void test_diagonal()
 {
     assertEquals(SENSI_2.diagonal().size(), 2);
     assertEquals(SENSI_2.diagonal().getSensitivity(NAME1, USD), ENTRY_USD2.diagonal());
     assertEquals(SENSI_2.diagonal().getSensitivity(NAME2, EUR), ENTRY_EUR.diagonal());
     assertEquals(SENSI_3.diagonal().getSensitivity(NAME1, USD), ENTRY_USD12.diagonal());
     assertEquals(SENSI_3.diagonal().getSensitivity(NAME2, USD), ENTRY_USD21.diagonal());
 }