public void firstDerivative() {
for (int i = 0; i < NB_X_SAMPLE; i++) {
double dComputed = ADD_FIXED_CURVE.firstDerivative(X_SAMPLE[i]);
double dExpected =
FIXED_CURVE.firstDerivative(X_SAMPLE[i]) + SPREAD_CURVE.firstDerivative(X_SAMPLE[i]);
assertEquals(dComputed, dExpected, TOLERANCE_Y);
}
}
