private System.Func <ResolvedCdsTrade, DoubleArray> getPointsUpfrontSensitivityFunction(CreditRatesProvider ratesProvider, CurveName curveName, Currency currency, ReferenceData refData)
 {
     System.Func <ResolvedCdsTrade, DoubleArray> func = (ResolvedCdsTrade trade) =>
     {
         PointSensitivities point = tradePricer.priceSensitivity(trade, ratesProvider, refData);
         return(ratesProvider.parameterSensitivity(point).getSensitivity(curveName, currency).Sensitivity);
     };
     return(func);
 }
        public virtual void test_priceSensitivity()
        {
            PointSensitivities computed   = PRICER.priceSensitivity(TRADE, RATES_PROVIDER, REF_DATA);
            PointSensitivities expected   = PRICER_PRODUCT.priceSensitivity(PRODUCT, RATES_PROVIDER, SETTLEMENT_DATE, REF_DATA).build();
            PointSensitivities computedMf = PRICER_MF.priceSensitivity(TRADE_NO_SETTLE_DATE, RATES_PROVIDER, REF_DATA);
            PointSensitivities expectedMf = PRICER_PRODUCT_MF.priceSensitivity(PRODUCT, RATES_PROVIDER, SETTLEMENT_DATE, REF_DATA).build();

            assertTrue(computed.equalWithTolerance(expected, TOL));
            assertTrue(computedMf.equalWithTolerance(expectedMf, TOL));
        }