Package com.opengamma.analytics.financial.provider.calculator.discounting

Examples of com.opengamma.analytics.financial.provider.calculator.discounting.ParRateDiscountingCalculator


  /**
   * Tests the forward Forex rate through the method and through the calculator.
   */
  public void forwardRateMethodVsCalculator() {
    final double fwdMethod = METHOD_FX.forwardForexRate(FX, MULTICURVES);
    final ParRateDiscountingCalculator PRC = ParRateDiscountingCalculator.getInstance();
    final double fwdCalculator = FX.accept(PRC, MULTICURVES);
    assertEquals("Forex: forward rate", fwdMethod, fwdCalculator, TOLERANCE_RATE);
  }
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