@Override public CreditCurveZeroRateSensitivity withCurrency(Currency currency) { if (this.zeroRateSensitivity.getCurrency().equals(currency)) { return this; } return new CreditCurveZeroRateSensitivity(legalEntityId, zeroRateSensitivity.withCurrency(currency)); }
public void test_withCurrency() { ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); assertSame(base.withCurrency(GBP), base); assertEquals(base.withCurrency(USD), ZeroRateSensitivity.of(GBP, YEARFRAC, USD, 32d)); }