Пример #1
0
        //-------------------------------------------------------------------------
        public virtual void test_mapSensitivity()
        {
            ZeroRateSensitivity @base    = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
            ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 1 / 32d);
            ZeroRateSensitivity test     = @base.mapSensitivity(s => 1 / s);

            assertEquals(test, expected);
        }