couponDefinition.getNthPayment(0).getAccrualEndDate(), 1.0, _couponPerYear);

    final double factorPeriod = getDayCount().getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(),

        couponDefinition.getNthPayment(0).getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), 1.0, _couponPerYear);

    final double factor = (factorPeriod - factorSpot) / factorPeriod;

        _couponPerYear, riskFreeCurveName, getIssuer());

    return bondStandard;

  }

        couponDefinition.getNthPayment(0).getAccrualEndDate(), 1.0, _couponPerYear);

    final double factorPeriod = getDayCount().getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(),

        couponDefinition.getNthPayment(0).getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), 1.0, _couponPerYear);

    final double factor = (factorPeriod - factorSpot) / factorPeriod;

        _couponPerYear, getIssuer());

    return bondStandard;

  }

  @Test

  public void dirtyPriceFromYieldGermanLastPeriod() {

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2022, 5, 15); // In last period

    final double yield = 0.02;

    final double dirtyPrice = METHOD.dirtyPriceFromYield(bondSecurity, yield);

    assertEquals("Fixed coupon bond security: dirty price from yield German bond - last period", dirtyPriceExpected, dirtyPrice, TOLERANCE_PRICE);

  }

  @Test

  public void dirtyPriceFromYieldUSStreetLastPeriod() {

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2016, 6, 3); // In last period

    final double yield = 0.04;

    final double dirtyPrice = METHOD_BOND_SECURITY.dirtyPriceFromYield(bondSecurity, yield);

    assertEquals("Fixed coupon bond security: dirty price from yield US Street - last period", dirtyPriceExpected, dirtyPrice, TOLERANCE_PRICE);

  }

  @Test

  public void modifiedDurationFromYieldUSStreetLastPeriod() {

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2016, 6, 3); // In last period

    final double yield = 0.04;

    final double dirtyPrice = METHOD_BOND_SECURITY.modifiedDurationFromYield(bondSecurity, yield);

    assertEquals("Fixed coupon bond security: modified duration from yield US Street - last period", dirtyPriceExpected, dirtyPrice, TOLERANCE_PRICE);

  }

          forwardDate[loopdate - 1].getLong(JulianFields.MODIFIED_JULIAN_DAY);

    }

    final double[] cleanPriceForward = new double[nbDateForward];

    for (int loopdate = 0; loopdate < nbDateForward; loopdate++) {

      cleanPriceForward[loopdate] = METHOD_BOND_SECURITY.cleanPriceFromCurves(bondForward, ISSUER_MULTICURVES);

    }

    //Test note: 0.03425 is roughly the difference between the coupon and the risk/free rate. The clean price is decreasing naturally by this amount divided by (roughly) 365 every day.

    //Test note: On the coupon date there is a jump in the clean price: If the coupon is included the clean price due to coupon is 0.04625/2*exp(-t*0.0100)*exp(t*0.0120) - 0.04625/2 = 1.59276E-05;

    //           if the coupon is not included the impact is 0 (t=?). The clean price is thus expected to jump by the above amount when the settlement is on the coupon date 15-May-2012.

  public void presentValueFixedExDividend() {

    final MultipleCurrencyAmount pv = METHOD_BOND_SECURITY.presentValue(BOND_FIXED_SECURITY_UK, ISSUER_MULTICURVES);

    final BondFixedSecurityDefinition bondNoExDefinition = BondFixedSecurityDefinition.from(GBP, MATURITY_DATE_UK, START_ACCRUAL_DATE_UK, PAYMENT_TENOR_UK, RATE_UK, SETTLEMENT_DAYS_UK, NOTIONAL_UK,

        0, CALENDAR_UK, DAY_COUNT_UK, BUSINESS_DAY_UK, YIELD_CONVENTION_UK, IS_EOM_UK, ISSUER_UK, "RepoType");

    final MultipleCurrencyAmount pvNoEx = METHOD_BOND_SECURITY.presentValue(BondNoEx, ISSUER_MULTICURVES);

    final CouponFixedDefinition couponDefinitionEx = BOND_FIXED_SECURITY_DEFINITION_UK.getCoupons().getNthPayment(17);

    final MulticurveProviderInterface multicurvesDecorated = new MulticurveProviderDiscountingDecoratedIssuer(ISSUER_MULTICURVES, GBP, ISSUER_UK);

    final MultipleCurrencyAmount pvCpn = couponDefinitionEx.toDerivative(REFERENCE_DATE_3).accept(PVDC, multicurvesDecorated);

    assertEquals("Fixed coupon bond security: present value ex dividend", pvNoEx.getAmount(GBP) - pvCpn.getAmount(GBP), pv.getAmount(GBP), TOLERANCE_PV);

  @Test

  public void dirtyPriceFromYieldUKLastPeriod() {

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2014, 6, 3); // In last period

    final double yield = 0.04;

    final double dirtyPrice = METHOD_BOND_SECURITY.dirtyPriceFromYield(bondSecurity, yield);

    assertEquals("Fixed coupon bond security: dirty price from yield UK - last period", dirtyPriceExpected, dirtyPrice, 1E-8);

  }

  public void presentValueFixedExDividend() {

    final double pv = METHOD.presentValue(BOND_FIXED_SECURITY_G, CURVES);

    final BondFixedSecurityDefinition bondNoExDefinition = BondFixedSecurityDefinition.from(CUR_G, MATURITY_DATE_G, START_ACCRUAL_DATE_G, PAYMENT_TENOR_G, RATE_G, SETTLEMENT_DAYS_G, NOTIONAL_G, 0,

        CALENDAR_G, DAY_COUNT_G, BUSINESS_DAY_G, YIELD_CONVENTION_G, IS_EOM_G, ISSUER_G, REPO_TYPE_G);

    final double pvNoEx = METHOD.presentValue(BondNoEx, CURVES);

    final CouponFixedDefinition couponDefinitionEx = BOND_FIXED_SECURITY_DEFINITION_G.getCoupons().getNthPayment(17);

    final double pvCpn = couponDefinitionEx.toDerivative(REFERENCE_DATE_3, CURVES_NAME).accept(PVC, CURVES);

    assertEquals("Fixed coupon bond security: present value ex dividend", pvNoEx - pvCpn, pv, 1.0E-6);

  }

  @Test

  public void dirtyPriceFromYieldUKLastPeriod() {

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2014, 6, 3); // In last period

    final double yield = 0.04;

    final double dirtyPrice = METHOD.dirtyPriceFromYield(bondSecurity, yield);

    assertEquals("Fixed coupon bond security: dirty price from yield UK - last period", dirtyPriceExpected, dirtyPrice, TOLERANCE_PRICE);

  }