Exemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_withMarketDataNames()
        {
            CurrencyParameterSensitivity   entry1 = CurrencyParameterSensitivity.of(NAME1, METADATA1B, USD, DoubleArray.of(0, 1, 2, 3));
            CurrencyParameterSensitivities @base  = CurrencyParameterSensitivities.of(entry1);
            CurrencyParameterSensitivities test   = @base.withMarketDataNames(name => NAME2);

            assertEquals(SENSI_1.Sensitivities.get(0).MarketDataName, NAME1);
            assertEquals(test.Sensitivities.get(0).MarketDataName, NAME2);
        }