@Override public CreditCurveZeroRateSensitivity withSensitivity(double sensitivity) { return new CreditCurveZeroRateSensitivity(legalEntityId, zeroRateSensitivity.withSensitivity(sensitivity)); }
public void test_withSensitivity() { ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 20d); ZeroRateSensitivity test = base.withSensitivity(20d); assertEquals(test, expected); }