//------------------------------------------------------------------------- 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_convertedTo_multipleCurrency() { CurveSensitivities @base = sut2(); CurveSensitivities test = @base.convertedTo(USD, FX_RATE); assertEquals(test.TypedSensitivities.get(ZERO_RATE_DELTA).Sensitivities, ImmutableList.of(ENTRY_USD)); assertEquals(test.TypedSensitivities.get(ZERO_RATE_GAMMA).Sensitivities, ImmutableList.of(ENTRY_USD2, ENTRY_EUR_IN_USD)); }