//------------------------------------------------------------------------- // proper end-to-end tests are elsewhere public virtual void test_parameterSensitivity() { SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES); IborRateSensitivity point = IborRateSensitivity.of(GBP_LIBOR_3M_AFTER, GBP, 1d); assertEquals(test.parameterSensitivity(point).size(), 1); }