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com.opengamma.strata.pricer.ZeroRateSensitivity.mapSensitivity()方法的使用及代码示例

转载 作者:知者 更新时间:2024-03-13 11:13:09 26 4
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本文整理了Java中com.opengamma.strata.pricer.ZeroRateSensitivity.mapSensitivity()方法的一些代码示例,展示了ZeroRateSensitivity.mapSensitivity()的具体用法。这些代码示例主要来源于Github/Stackoverflow/Maven等平台,是从一些精选项目中提取出来的代码,具有较强的参考意义,能在一定程度帮忙到你。ZeroRateSensitivity.mapSensitivity()方法的具体详情如下:
包路径:com.opengamma.strata.pricer.ZeroRateSensitivity
类名称:ZeroRateSensitivity
方法名:mapSensitivity

ZeroRateSensitivity.mapSensitivity介绍

暂无

代码示例

代码示例来源:origin: OpenGamma/Strata

@Override
public CreditCurveZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator) {
 return new CreditCurveZeroRateSensitivity(legalEntityId, zeroRateSensitivity.mapSensitivity(operator));
}

代码示例来源:origin: OpenGamma/Strata

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);
}

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