@Test public void presentValueApproximation() { CurrencyAmount pvNumericalIntegration = METHOD_NI.presentValue(CPN_CMS, BUNDLE_HW); CurrencyAmount pvApproximation = METHOD_APP.presentValue(CPN_CMS, BUNDLE_HW); assertEquals( "Coupon CMS - Hull-White - present value - approximation", pvApproximation.getAmount(), pvNumericalIntegration.getAmount(), TOLERANCE_PRICE_APP); }