//------------------------------------------------------------------------- public virtual void test_convertedTo() { double sensi = 32d; IborRateSensitivity @base = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, sensi); double rate = 1.5d; FxMatrix matrix = FxMatrix.of(CurrencyPair.of(GBP, USD), rate); IborRateSensitivity test1 = (IborRateSensitivity)@base.convertedTo(USD, matrix); IborRateSensitivity expected = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, USD, sensi * rate); assertEquals(test1, expected); IborRateSensitivity test2 = (IborRateSensitivity)@base.convertedTo(GBP, matrix); assertEquals(test2, @base); }