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

Exemplo n.º 1

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

        //-------------------------------------------------------------------------
        public virtual void test_createParameterSensitivity()
        {
            ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE);
            DoubleArray sensitivities            = DoubleArray.of(0.12, 0.15, 0.16);
            CurrencyParameterSensitivities sens  = test.createParameterSensitivity(USD, sensitivities);

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