Пример #1
0
        //-------------------------------------------------------------------------
        public virtual void test_withSensitivity()
        {
            IborRateSensitivity @base    = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d);
            IborRateSensitivity expected = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 20d);
            IborRateSensitivity test     = @base.withSensitivity(20d);

            assertEquals(test, expected);
        }