コード例 #1
0
 private CurveSensitivities sut()
 {
     return(CurveSensitivities.of(INFO1, ZERO_RATE_DELTA, SENSI1));
 }
コード例 #2
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 private CurveSensitivities sut2()
 {
     return(CurveSensitivities.of(INFO2, ImmutableMap.of(ZERO_RATE_DELTA, SENSI1, ZERO_RATE_GAMMA, SENSI2)));
 }
コード例 #3
0
        //-------------------------------------------------------------------------
        /// <summary>
        /// Builds the sensitivity from the provided data.
        /// <para>
        /// If all the values for a single sensitivity are tenor-based, or all are date-based,
        /// then the resulting sensitivity will have the tenors sorted.
        ///
        /// </para>
        /// </summary>
        /// <returns> the sensitivities instance </returns>
        public CurveSensitivities build()
        {
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
            return(CurveSensitivities.of(info, MapStream.of(data).mapValues(CurrencyParameterSensitivitiesBuilder::build).toMap()));
        }