//------------------------------------------------------------------------- public virtual void test_convertedTo_singleCurrency() { CurveSensitivities @base = sut(); CurveSensitivities test = @base.convertedTo(USD, FxMatrix.empty()); assertEquals(test.TypedSensitivities.get(ZERO_RATE_DELTA).Sensitivities, ImmutableList.of(ENTRY_USD)); }
//------------------------------------------------------------------------- public virtual void test_total_singleCurrency() { assertEquals(SENSI_1.total(USD, FxMatrix.empty()).Amount, VECTOR_USD1.sum(), 1e-8); }
//------------------------------------------------------------------------- public virtual void test_convertedTo_singleCurrency() { CurrencyParameterSensitivities test = SENSI_1.convertedTo(USD, FxMatrix.empty()); assertEquals(test.Sensitivities, ImmutableList.of(ENTRY_USD)); }
//------------------------------------------------------------------------- //JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @ImmutableDefaults private static void applyDefaults(Builder builder) private static void applyDefaults(Builder builder) { builder.fxRateProvider = FxMatrix.empty(); }