Example #1
0
        public virtual void test_mapSensitivities()
        {
            PointSensitivities test = PointSensitivities.of(Lists.newArrayList(CS3, CS2, CS1));

            assertEquals(test.mapSensitivities(s => s / 2).Sensitivities, ImmutableList.of(CS3.withSensitivity(16d), CS2.withSensitivity(11d), CS1.withSensitivity(6d)));
        }