C# (CSharp) com.opengamma.strata.pricer.credit CreditCurveZeroRateSensitivity.build Exemples

Exemple #1

        //-------------------------------------------------------------------------
        public virtual void test_build()
        {
            CreditCurveZeroRateSensitivity @base = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d);
            PointSensitivities             test  = @base.build();

            assertEquals(test.Sensitivities, ImmutableList.of(@base));
        }