Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_withSensitivity()
        {
            CreditCurveZeroRateSensitivity @base    = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, VALUE);
            CreditCurveZeroRateSensitivity expected = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, USD, YEAR_FRACTION, 20d);
            CreditCurveZeroRateSensitivity test     = @base.withSensitivity(20d);

            assertEquals(test, expected);
        }