/** Tests the present value computation. */
public void presentValueFromCleanPriceRealTips1() {
final double cleanPriceReal = 1.05;
Currency ccy = BOND_SECURITY_TIPS_1.getCurrency();
final MultiCurrencyAmount pv =
METHOD_BOND_INFLATION.presentValueFromCleanRealPrice(
BOND_SECURITY_TIPS_1, MARKET, cleanPriceReal);
MultiCurrencyAmount pvPriceReal =
BOND_SECURITY_TIPS_1.getSettlement().accept(PVDIIC, MARKET).multipliedBy(cleanPriceReal);
MultiCurrencyAmount pvAccrued =
BOND_SECURITY_TIPS_1
.getSettlement()
.accept(PVDIC, MARKET)
.multipliedBy(BOND_SECURITY_TIPS_1.getAccruedInterest());
MultiCurrencyAmount pvExpected = pvPriceReal.plus(pvAccrued);
assertEquals(
"Inflation Capital Indexed bond: present value from clean real price",
pvExpected.getAmount(ccy).getAmount(),
pv.getAmount(ccy).getAmount(),
1.0E-6);
}
