public void test_createParameterSensitivity() { ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE); DoubleArray sensitivities = DoubleArray.of(0.12, 0.15, 0.16); CurrencyParameterSensitivities sens = test.createParameterSensitivity(USD, sensitivities); assertEquals(sens.getSensitivities().get(0), CURVE.createParameterSensitivity(USD, sensitivities)); }