Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_withCurrency()
        {
            CreditCurveZeroRateSensitivity @base = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, VALUE);

            assertSame(@base.withCurrency(USD), @base);
            assertEquals(@base.withCurrency(GBP), CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, GBP, VALUE));
        }