Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_convertedTo()
        {
            FxIndexSensitivity @base    = FxIndexSensitivity.of(GBP_USD_WM_OBS, GBP, SENSITIVITY_VALUE);
            double             rate     = 1.35d;
            FxMatrix           matrix   = FxMatrix.of(CurrencyPair.of(EUR, USD), rate);
            FxIndexSensitivity test1    = (FxIndexSensitivity)@base.convertedTo(EUR, matrix);
            FxIndexSensitivity expected = FxIndexSensitivity.of(GBP_USD_WM_OBS, GBP, EUR, SENSITIVITY_VALUE / rate);

            assertEquals(test1, expected);
            FxIndexSensitivity test2 = (FxIndexSensitivity)@base.convertedTo(USD, matrix);

            assertEquals(test2, @base);
        }