@Test
/** Tests the present value: Method vs Calculator. */
public void presentValueMethodVsCalculator() {
final MultipleCurrencyAmount pvMethod = METHOD.presentValue(ZERO_COUPON_CAP, BLACK_INFLATION);
final MultipleCurrencyAmount pvCalculator = ZERO_COUPON_CAP.accept(PVIC, BLACK_INFLATION);
assertEquals("Zero-coupon inflation DiscountingMethod: Present value", pvMethod, pvCalculator);
}
@Test
public void presentValueMarketSensitivityMethodVsCalculator() {
final MultipleCurrencyInflationSensitivity pvcisMethod =
METHOD.presentValueCurveSensitivity(ZERO_COUPON_CAP, BLACK_INFLATION);
final MultipleCurrencyInflationSensitivity pvcisCalculator =
ZERO_COUPON_CAP.accept(PVCSDC, BLACK_INFLATION);
AssertSensivityObjects.assertEquals(
"Zero-coupon inflation DiscountingMethod: presentValueMarketSensitivity",
pvcisMethod,
pvcisCalculator,
TOLERANCE_PV_DELTA);
}
