C# (CSharp) com.opengamma.strata.pricer.rate InflationRateSensitivity.mapSensitivity Examples

Example #1

        //-------------------------------------------------------------------------
        public virtual void test_mapSensitivity()
        {
            InflationRateSensitivity @base    = InflationRateSensitivity.of(CH_CPI_OBS, 5.0);
            InflationRateSensitivity expected = InflationRateSensitivity.of(CH_CPI_OBS, 1.0 / 5.0);
            InflationRateSensitivity test     = @base.mapSensitivity(s => 1 / s);

            assertEquals(test, expected);
        }