// -------------------------------------------------------------------------
// 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);
}
// -------------------------------------------------------------------------
public void test_ratePointSensitivity() {
DiscountFxForwardRates test =
DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
assertEquals(
test.ratePointSensitivity(GBP, DATE_REF),
FxForwardSensitivity.of(CURRENCY_PAIR, GBP, DATE_REF, 1d));
assertEquals(
test.ratePointSensitivity(USD, DATE_REF),
FxForwardSensitivity.of(CURRENCY_PAIR, USD, DATE_REF, 1d));
}