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

Exemple #1

        //-------------------------------------------------------------------------
        public virtual void test_mapSensitivity()
        {
            CreditCurveZeroRateSensitivity @base    = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d);
            CreditCurveZeroRateSensitivity expected = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 1 / 32d);
            CreditCurveZeroRateSensitivity test     = @base.mapSensitivity(s => 1 / s);

            assertEquals(test, expected);
        }