Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_build()
        {
            ZeroRateSensitivity @base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
            PointSensitivities  test  = @base.build();

            assertEquals(test.Sensitivities, ImmutableList.of(@base));
        }