//------------------------------------------------------------------------- public virtual void test_convertedTo() { FxForwardSensitivity @base = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, SENSITIVITY); double rate = 1.4d; FxMatrix matrix = FxMatrix.of(CurrencyPair.of(EUR, USD), rate); FxForwardSensitivity test1 = (FxForwardSensitivity) @base.convertedTo(USD, matrix); FxForwardSensitivity expected = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, REFERENCE_DATE, USD, SENSITIVITY * rate); assertEquals(test1, expected); FxForwardSensitivity test2 = (FxForwardSensitivity) @base.convertedTo(EUR, matrix); assertEquals(test2, @base); }