Exemplos de com.opengamma.strata.pricer SimpleDiscountFactors.createParameterSensitivity em C# (CSharp)

Exemplo n.º 1

Arquivo: SimpleDiscountFactorsTest.cs Projeto: ckarcz/Strata.ConvertedToCSharp

        //-------------------------------------------------------------------------
        public virtual void test_createParameterSensitivity()
        {
            SimpleDiscountFactors          test          = SimpleDiscountFactors.of(GBP, DATE_VAL, CURVE);
            DoubleArray                    sensitivities = DoubleArray.of(0.12, 0.15);
            CurrencyParameterSensitivities sens          = test.createParameterSensitivity(USD, sensitivities);

            assertEquals(sens.Sensitivities.get(0), CURVE.createParameterSensitivity(USD, sensitivities));
        }