Exemplos de com.opengamma.strata.market.param CurrencyParameterSensitivities.withParameterMetadatas em C# (CSharp)

Exemplo n.º 1

        //-------------------------------------------------------------------------
        public virtual void test_withParameterMetadatas()
        {
            CurrencyParameterSensitivity   entry1 = CurrencyParameterSensitivity.of(NAME1, METADATA1B, USD, DoubleArray.of(0, 1, 2, 3));
            CurrencyParameterSensitivities @base  = CurrencyParameterSensitivities.of(entry1);
            CurrencyParameterSensitivities test   = @base.withParameterMetadatas(md => TENOR_MD_1Y);

            assertEquals(test.Sensitivities.get(0).ParameterMetadata.size(), 1);
            assertEquals(test.Sensitivities.get(0).getParameterMetadata(0), TENOR_MD_1Y);
            assertEquals(test.Sensitivities.get(0).Sensitivity, DoubleArray.of(6));
        }