@Test public void presentValueMarketDiscount() { final MultipleCurrencyAmount pvComputed = METHOD_CPN_IBOR.presentValue(CPN_IBOR, MULTICURVES); final double forward = MULTICURVES.getForwardRate( EURIBOR3M, CPN_IBOR.getFixingPeriodStartTime(), CPN_IBOR.getFixingPeriodEndTime(), CPN_IBOR.getFixingAccrualFactor()); final double df = MULTICURVES.getDiscountFactor(EURIBOR3M.getCurrency(), CPN_IBOR.getPaymentTime()); final double pvExpected = NOTIONAL * ACCRUAL_FACTOR * forward * df; assertEquals( "CouponIborDiscountingMarketMethod: present value", pvExpected, pvComputed.getAmount(EURIBOR3M.getCurrency()), TOLERANCE_PV); }