@Test public void testPresentValue() { final InstrumentDerivativeVisitor<YieldCurveBundle, Double> valueCalculator = PresentValueCalculator.getInstance(); final DoubleMatrix1D result = NODE_CALCULATOR.calculateSensitivity(SWAP, new HashSet<String>(), CURVE_BUNDLE_YIELD); final DoubleMatrix1D fdresult = finiteDiffNodeSensitivitiesYield(SWAP, valueCalculator, null, CURVE_BUNDLE_YIELD); assertArrayEquals(result.getData(), fdresult.getData(), TOLERANCE_SENSI); }