/** Test par rate for AFMA FRA Discounting method. */ public void test_parRate_AFMA() { ExpandedFra fraExp = FRA_AFMA.expand(); SimpleRatesProvider prov = createProvider(fraExp); DiscountingFraProductPricer test = DiscountingFraProductPricer.DEFAULT; double parRate = test.parRate(fraExp, prov); assertEquals(parRate, FORWARD_RATE); Fra fra = createNewFra(FRA_AFMA, parRate); CurrencyAmount pv = test.presentValue(fra, prov); assertEquals(pv.getAmount(), 0.0, TOLERANCE); }