//-------------------------------------------------------------------------
public virtual void test_ratePointSensitivity_fixing()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES);
assertEquals(test.ratePointSensitivity(GBP_LIBOR_3M_BEFORE), PointSensitivityBuilder.none());
assertEquals(test.ratePointSensitivity(GBP_LIBOR_3M_VAL), PointSensitivityBuilder.none());
}
public virtual void test_ratePointSensitivity_afterValuation()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES);
IborRateSensitivity expected = IborRateSensitivity.of(GBP_LIBOR_3M_AFTER, 1d);
assertEquals(test.ratePointSensitivity(GBP_LIBOR_3M_AFTER), expected);
}
public virtual void test_ratePointSensitivity_onValuation_noFixing()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES_EMPTY);
IborRateSensitivity expected = IborRateSensitivity.of(GBP_LIBOR_3M_VAL, 1d);
assertEquals(test.ratePointSensitivity(GBP_LIBOR_3M_VAL), expected);
assertEquals(test.rateIgnoringFixingsPointSensitivity(GBP_LIBOR_3M_VAL), expected);
}
