/** Test the present value parameter curves sensitivity. */ public void presentValueParameterCurveSensitivity() { final MultipleCurrencyParameterSensitivity pvicsFD = PS_PV_FDC.calculateSensitivity( BOND_SECURITY_GILT_1.getCoupon(), MARKET.getInflationProvider()); final MultipleCurrencyParameterSensitivity pvicsExact = PSC.calculateSensitivity( BOND_SECURITY_GILT_1.getCoupon(), MARKET.getInflationProvider(), MARKET.getAllNames()); AssertSensitivityObjects.assertEquals( "Bond capital indexed security: presentValueParameterCurveSensitivity ", pvicsExact, pvicsFD, TOLERANCE_PV_DELTA); }
@Test /** Test the present value curves sensitivity. */ public void presentValueCurveSensitivity() { final MultipleCurrencyParameterSensitivity pvicsFD = PS_PV_FDC.calculateSensitivity(ZERO_COUPON_CAP, BLACK_INFLATION); final MultipleCurrencyParameterSensitivity pvicsExact = PSC.calculateSensitivity(ZERO_COUPON_CAP, BLACK_INFLATION, MARKET.getAllNames()); AssertSensivityObjects.assertEquals( "Zero-coupon inflation DiscountingMethod: presentValueCurveSensitivity ", pvicsExact, pvicsFD, TOLERANCE_PV_DELTA); }