Esempio n. 1
0
 //-------------------------------------------------------------------------
 public virtual void test_convertedTo()
 {
     FxForwardSensitivity @base = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, SENSITIVITY);
     double rate = 1.4d;
     FxMatrix matrix = FxMatrix.of(CurrencyPair.of(EUR, USD), rate);
     FxForwardSensitivity test1 = (FxForwardSensitivity) @base.convertedTo(USD, matrix);
     FxForwardSensitivity expected = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, USD, SENSITIVITY * rate);
     assertEquals(test1, expected);
     FxForwardSensitivity test2 = (FxForwardSensitivity) @base.convertedTo(EUR, matrix);
     assertEquals(test2, @base);
 }