コード例 #1
0
 // -------------------------------------------------------------------------
 // proper end-to-end tests are elsewhere
 public void test_parameterSensitivity() {
   DiscountFxForwardRates test =
       DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
   FxForwardSensitivity point = FxForwardSensitivity.of(CURRENCY_PAIR, GBP, DATE_VAL, 1d);
   assertEquals(test.parameterSensitivity(point).size(), 2);
   FxForwardSensitivity point2 = FxForwardSensitivity.of(CURRENCY_PAIR, USD, DATE_VAL, 1d);
   assertEquals(test.parameterSensitivity(point2).size(), 2);
 }