Examples of YieldCurveBundle


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

    assertEquals("FRA discounting: present value", expectedPv, pv.getAmount(), TOLERANCE_PV);
  }

  @Test
  public void presentValueMethodVsCalculator() {
    final YieldCurveBundle curves = TestsDataSetsSABR.createCurves1();
    final CurrencyAmount pvMethod = FRA_METHOD.presentValue(FRA, curves);
    final double pvCalculator = FRA.accept(PVC, curves);
    assertEquals("FRA discounting: present value calculator vs method", pvCalculator, pvMethod.getAmount(), 1.0E-2);
  }
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