public virtual void test_rateIgnoringFixingsPointSensitivity_onValuation() { DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES); OvernightRateSensitivity expected = OvernightRateSensitivity.of(GBP_SONIA_VAL, 1d); assertEquals(test.rateIgnoringFixingsPointSensitivity(GBP_SONIA_VAL), expected); }