Exemple #1
0
 //-------------------------------------------------------------------------
 public virtual void test_withSensitivity()
 {
     FxForwardSensitivity @base = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, SENSITIVITY);
     FxForwardSensitivity test = @base.withSensitivity(13.5d);
     assertEquals(test.Currency, EUR);
     assertEquals(test.CurrencyPair, CURRENCY_PAIR);
     assertEquals(test.ReferenceCounterCurrency, EUR);
     assertEquals(test.ReferenceCurrency, GBP);
     assertEquals(test.ReferenceDate, REFERENCE_DATE);
     assertEquals(test.Sensitivity, 13.5d);
 }