//------------------------------------------------------------------------- // proper end-to-end tests are elsewhere public virtual void test_parameterSensitivity() { DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES); OvernightRateSensitivity point = OvernightRateSensitivity.ofPeriod(GBP_SONIA_AFTER, DATE_AFTER_END, GBP, 1d); assertEquals(test.parameterSensitivity(point).size(), 1); }