/** Test the present value parameter curves sensitivity. */
public void presentValueParameterCurveSensitivity() {
final MultipleCurrencyParameterSensitivity pvicsFD =
PS_PV_FDC.calculateSensitivity(
BOND_SECURITY_GILT_1.getCoupon(), MARKET.getInflationProvider());
final MultipleCurrencyParameterSensitivity pvicsExact =
PSC.calculateSensitivity(
BOND_SECURITY_GILT_1.getCoupon(), MARKET.getInflationProvider(), MARKET.getAllNames());
AssertSensitivityObjects.assertEquals(
"Bond capital indexed security: presentValueParameterCurveSensitivity ",
pvicsExact,
pvicsFD,
TOLERANCE_PV_DELTA);
}
@Test
/** Test the present value curves sensitivity. */
public void presentValueCurveSensitivity() {
final MultipleCurrencyParameterSensitivity pvicsFD =
PS_PV_FDC.calculateSensitivity(ZERO_COUPON_CAP, BLACK_INFLATION);
final MultipleCurrencyParameterSensitivity pvicsExact =
PSC.calculateSensitivity(ZERO_COUPON_CAP, BLACK_INFLATION, MARKET.getAllNames());
AssertSensivityObjects.assertEquals(
"Zero-coupon inflation DiscountingMethod: presentValueCurveSensitivity ",
pvicsExact,
pvicsFD,
TOLERANCE_PV_DELTA);
}