Package com.opengamma.analytics.financial.forex.derivative

Examples of com.opengamma.analytics.financial.forex.derivative.ForexSwap.accept()


      result[loopnode] = (psBumped - ps) / deltaShift;
      final DoublesPair pairPv = sensi2.get(loopnode);
      assertEquals("Sensitivity par spread to curve: Node " + loopnode, nodeTimesExtended[loopnode + 1], pairPv.getFirst(), TOLERANCE_TIME);
    }
    CURVES_FX.replaceCurve(CURVES_NAME[1], curveToBump);
    InterestRateCurveSensitivity prcsCalculator = fxSwap.accept(PSCSC, CURVES_FX);
    prcsCalculator = prcsCalculator.cleaned(0.0, 1.0E-4);
    AssertSensivityObjects.assertEquals("Forex swap: par rate curve sensitivity", pscsMethod, prcsCalculator, TOLERANCE_SPREAD_DELTA);
  }

}
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