Esempi in C# (CSharp) per com.opengamma.strata.pricer.rate IborRateSensitivity.mapSensitivity

Esempio n. 1

        //-------------------------------------------------------------------------
        public virtual void test_mapSensitivity()
        {
            IborRateSensitivity @base    = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d);
            IborRateSensitivity expected = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 1 / 32d);
            IborRateSensitivity test     = @base.mapSensitivity(s => 1 / s);

            assertEquals(test, expected);
        }