@Test
public void methodVsCalculator() {
double yield1 = METHOD_SECURITY.yieldFromCurves(BILL_IAM_SEC, CURVE_BUNDLE);
double yield2 = BILL_IAM_SEC.accept(YFCC, CURVE_BUNDLE);
assertEquals(
"Bill Security: discounting method - yield from curves", yield1, yield2, TOLERANCE_YIELD);
yield1 = METHOD_SECURITY.yieldFromPrice(BILL_IAM_SEC, PRICE);
yield2 = BILL_IAM_SEC.accept(YFPC, PRICE);
assertEquals(
"Bill Security: discounting method - yield from price", yield1, yield2, TOLERANCE_YIELD);
}
@Test
/** Tests the present value: Method vs Calculator */
public void presentValueMethodVsCalculator() {
final CurrencyAmount pvMethod = METHOD_SECURITY.presentValue(BILL_IAM_SEC, CURVE_BUNDLE);
final double pvCalculator = BILL_IAM_SEC.accept(PVC, CURVE_BUNDLE);
assertEquals(
"Bill Security: discounting method - present value",
pvMethod.getAmount(),
pvCalculator,
TOLERANCE_PV);
}
@Test
public void presentValueCurveSensitivityMethodVsCalculator() {
final InterestRateCurveSensitivity pvcsMethod =
METHOD_SECURITY.presentValueCurveSensitivity(BILL_IAM_SEC, CURVE_BUNDLE);
final InterestRateCurveSensitivity pvcsCalculator =
new InterestRateCurveSensitivity(BILL_IAM_SEC.accept(PVCSC, CURVE_BUNDLE));
AssertSensivityObjects.assertEquals(
"Bill Security: discounting method - curve sensitivity",
pvcsMethod,
pvcsCalculator,
TOLERANCE_PV);
}
