/**
* Tests the present value versus an hard-coded value.
*/
public void persentValueHardCoded() {
final YieldCurveBundle curves = TestsDataSetsForex.createCurvesForexXXXYYY(USD, KRW, SPOT_USD_KRW);
final SmileDeltaTermStructureDataBundle curvesVol = new SmileDeltaTermStructureDataBundle(curves, SMILE_TERM_FLAT_USD_KRW, Pair.of(USD, KRW));
final MultipleCurrencyAmount pvComputed = METHOD_BLACK_DIGITAL.presentValue(FOREX_DIGITAL_USD_KRW_PUT_FOR, curvesVol);
final double pvHardCoded = 43312.895;
assertEquals("Forex Digital option: present value", pvHardCoded, pvComputed.getAmount(USD), TOLERANCE_PV);
}