//-------------------------------------------------------------------------
public virtual void test_toFxForwardSensitivity()
{
FxIndexSensitivity test = FxIndexSensitivity.of(GBP_USD_WM_OBS, GBP, USD, SENSITIVITY_VALUE);
LocalDate maturityDate = GBP_USD_WM.calculateMaturityFromFixing(FIXING_DATE, REF_DATA);
FxForwardSensitivity expected = FxForwardSensitivity.of(CurrencyPair.of(GBP, USD), GBP, maturityDate, USD, SENSITIVITY_VALUE);
assertEquals(test.toFxForwardSensitivity(), expected);
}
public MultiCurrencyAmount currencyExposure(FxIndexSensitivity pointSensitivity)
{
return(fxForwardRates.currencyExposure(pointSensitivity.toFxForwardSensitivity()));
}
//-------------------------------------------------------------------------
public CurrencyParameterSensitivities parameterSensitivity(FxIndexSensitivity pointSensitivity)
{
return(fxForwardRates.parameterSensitivity(pointSensitivity.toFxForwardSensitivity()));
}
