C# (CSharp) com.opengamma.strata.pricer.rate IborRateSensitivity.withCurrency 예제들

예제 #1

        //-------------------------------------------------------------------------
        public virtual void test_withCurrency()
        {
            IborRateSensitivity @base = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d);

            assertSame(@base.withCurrency(GBP), @base);

            IborRateSensitivity expected = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, USD, 32d);
            IborRateSensitivity test     = @base.withCurrency(USD);

            assertEquals(test, expected);
        }