//------------------------------------------------------------------------- public virtual void test_createParameterSensitivity() { DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES); DoubleArray sensitivities = DoubleArray.of(0.12, 0.15); CurrencyParameterSensitivities sens = test.createParameterSensitivity(USD, sensitivities); assertEquals(sens.Sensitivities.get(0), CURVE.createParameterSensitivity(USD, sensitivities)); }