public void test_presentValueSensitivity() { PointSensitivities pvSensiTrade = PRICER_TRADE.presentValueSensitivityRates(OPTION_TRADE, RATES_PROVIDER, VOLS); PointSensitivities pvSensiProduct = PRICER_PRODUCT.presentValueSensitivityRates(OPTION_PRODUCT, RATES_PROVIDER, VOLS); PointSensitivities pvSensiPremium = PRICER_PAYMENT.presentValueSensitivity(PREMIUM, RATES_PROVIDER).build(); assertEquals(pvSensiTrade, pvSensiProduct.combinedWith(pvSensiPremium)); }