/** Test the present value curves sensitivity. */
public void presentValueCurveSensitivityCAIN() {
MulticurveProviderInterface multicurveDecorated =
new MulticurveProviderDiscountingDecoratedIssuer(
MARKET.getIssuerProvider(),
BOND_SECURITY_CAIN.getCurrency(),
BOND_SECURITY_CAIN.getIssuerEntity());
InflationProviderInterface creditDiscounting =
new InflationProviderDecoratedMulticurve(
MARKET.getInflationProvider(), multicurveDecorated);
final MultipleCurrencyInflationSensitivity sensitivityNominal =
BOND_SECURITY_CAIN.getNominal().accept(PVCSDC, creditDiscounting);
final MultipleCurrencyInflationSensitivity sensitivityCoupon =
BOND_SECURITY_CAIN.getCoupon().accept(PVCSDC, creditDiscounting);
final MultipleCurrencyInflationSensitivity pvcisCalculated =
sensitivityNominal.plus(sensitivityCoupon);
final MultipleCurrencyInflationSensitivity pvcisMethod =
METHOD_BOND_INFLATION.presentValueCurveSensitivity(BOND_SECURITY_CAIN, MARKET);
AssertSensitivityObjects.assertEquals(
"Bond capital indexed security: presentValueCurveSensitivity ",
pvcisCalculated,
pvcisMethod,
TOLERANCE_PV_DELTA);
}
