Package com.opengamma.analytics.financial.interestrate

Examples of com.opengamma.analytics.financial.interestrate.PresentValueCurveSensitivityCalculator


  }

  @Test
  public void presentValueSensitivityMethodVsCalculator() {
    final InterestRateCurveSensitivity pvcsMethod = FRA_METHOD.presentValueCurveSensitivity(FRA, CURVES_1);
    final PresentValueCurveSensitivityCalculator calculator = PresentValueCurveSensitivityCalculator.getInstance();
    final Map<String, List<DoublesPair>> pvcsCalculator = FRA.accept(calculator, CURVES_1);
    assertEquals("FRA discounting: present value calculator vs method", pvcsCalculator, pvcsMethod.getSensitivities());
  }
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