コード例 #1
0
        public virtual void test_mapSensitivities()
        {
            CurrencyParameterSensitivities multiplied = SENSI_1.mapSensitivities(a => 1 / a);
            DoubleArray test = multiplied.Sensitivities.get(0).Sensitivity;

            for (int i = 0; i < VECTOR_USD1.size(); i++)
            {
                assertEquals(test.get(i), 1 / VECTOR_USD1.get(i));
            }
        }