//-------------------------------------------------------------------------
public virtual void test_ratePointSensitivity_fixing()
{
DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES);
assertEquals(test.ratePointSensitivity(GBP_SONIA_BEFORE), PointSensitivityBuilder.none());
assertEquals(test.ratePointSensitivity(GBP_SONIA_VAL), PointSensitivityBuilder.none());
}
public virtual void test_ratePointSensitivity_afterPublication()
{
DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES);
OvernightRateSensitivity expected = OvernightRateSensitivity.of(GBP_SONIA_AFTER, 1d);
assertEquals(test.ratePointSensitivity(GBP_SONIA_AFTER), expected);
}
public virtual void test_ratePointSensitivity_onPublication_noFixing()
{
DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES_EMPTY);
OvernightRateSensitivity expected = OvernightRateSensitivity.of(GBP_SONIA_VAL, 1d);
assertEquals(test.ratePointSensitivity(GBP_SONIA_VAL), expected);
}
