Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_multipliedBy()
        {
            CreditCurveZeroRateSensitivity @base    = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d);
            CreditCurveZeroRateSensitivity expected = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d * 3.5d);
            CreditCurveZeroRateSensitivity test     = @base.multipliedBy(3.5d);

            assertEquals(test, expected);
        }