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