@Override public CreditCurveZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator) { return new CreditCurveZeroRateSensitivity(legalEntityId, zeroRateSensitivity.mapSensitivity(operator)); }
public void test_mapSensitivity() { ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 1 / 32d); ZeroRateSensitivity test = base.mapSensitivity(s -> 1 / s); assertEquals(test, expected); }