@Test
/** Test the par rate computed from the method and the calculator. */
public void parRateMethodVsCalculator() {
final double parRateMethod = METHOD_IRFUT_HW.parRate(ERU2, HW_MULTICURVES);
final double parRateCalculator = ERU2.accept(PRHWC, HW_MULTICURVES);
assertEquals(
"InterestRateFutureSecurityHullWhiteProviderMethod: parRate",
parRateMethod,
parRateCalculator,
TOLERANCE_PRICE);
}
@Test
/** Test the par rate computed from the curves and HW parameters. Par rate = 1-price. */
public void parRate() {
final double price = METHOD_IRFUT_HW.price(ERU2, HW_MULTICURVES);
final double parRateExpected = 1.0d - price;
final double parRateComputed = METHOD_IRFUT_HW.parRate(ERU2, HW_MULTICURVES);
assertEquals(
"InterestRateFutureSecurityHullWhiteProviderMethod: parRate",
parRateExpected,
parRateComputed,
TOLERANCE_PRICE);
}
