private static final double TOLERANCE_RATE = 1.0E-10;
@Test
public void forward() {
final double forward = METHOD_SWAP.forward(SWAP_REC, CURVES);
final SwapFixedCompoundedONCompoundedDefinition swap0Definition = SwapFixedCompoundedONCompoundedDefinition
.from(SETTLE_DATE, SWAP_TENOR, NOTIONAL, GENERATOR_OIS_BRL, forward, false);
final double pv0 = swap0Definition.toDerivative(REFERENCE_DATE, CURVES_NAME[0], CURVES_NAME[0]).accept(PVC, CURVES);
assertEquals("SwapFixedCompoundingONCompoundingDiscountingMethod: forward", 0.0, pv0, TOLERANCE_PV);
}