//-------------------------------------------------------------------------
        public virtual void test_convertedTo_singleCurrency()
        {
            CurveSensitivities @base = sut();
            CurveSensitivities test  = @base.convertedTo(USD, FxMatrix.empty());

            assertEquals(test.TypedSensitivities.get(ZERO_RATE_DELTA).Sensitivities, ImmutableList.of(ENTRY_USD));
        }
Exemplo n.º 2
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 //-------------------------------------------------------------------------
 public virtual void test_total_singleCurrency()
 {
     assertEquals(SENSI_1.total(USD, FxMatrix.empty()).Amount, VECTOR_USD1.sum(), 1e-8);
 }
Exemplo n.º 3
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        //-------------------------------------------------------------------------
        public virtual void test_convertedTo_singleCurrency()
        {
            CurrencyParameterSensitivities test = SENSI_1.convertedTo(USD, FxMatrix.empty());

            assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD));
        }
Exemplo n.º 4
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        //-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableDefaults private static void applyDefaults(Builder builder)
        private static void applyDefaults(Builder builder)
        {
            builder.fxRateProvider = FxMatrix.empty();
        }