Exemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_build()
        {
            IborRateSensitivity @base = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d);
            PointSensitivities  test  = @base.build();

            assertEquals(test.Sensitivities, ImmutableList.of(@base));
        }