@Test
 /** Test the convexity adjustment */
 public void convexityAdjustment() {
   final double price = METHOD_IRFUT_HW.price(ERU2, HW_MULTICURVES);
   final double forward =
       MULTICURVES.getSimplyCompoundForwardRate(
           EURIBOR3M,
           ERU2.getFixingPeriodStartTime(),
           ERU2.getFixingPeriodEndTime(),
           ERU2.getFixingPeriodAccrualFactor());
   final double convexityAdjustment = METHOD_IRFUT_HW.convexityAdjustment(ERU2, HW_MULTICURVES);
   assertEquals(
       "InterestRateFutureSecurityHullWhiteProviderMethod: convexity adjustment",
       price - (1.0d - forward),
       convexityAdjustment,
       TOLERANCE_PRICE);
   final double caCalculator = ERU2.accept(CAHWC, HW_MULTICURVES);
   assertEquals(
       "DeliverableSwapFuturesSecurityDefinition: convexity adjustment",
       caCalculator,
       convexityAdjustment,
       TOLERANCE_PRICE);
 }
 @Test
 /** Test the price computed from the curves and HW parameters. */
 public void price() {
   final double price = METHOD_IRFUT_HW.price(ERU2, HW_MULTICURVES);
   final double forward =
       MULTICURVES.getSimplyCompoundForwardRate(
           EURIBOR3M,
           ERU2.getFixingPeriodStartTime(),
           ERU2.getFixingPeriodEndTime(),
           ERU2.getFixingPeriodAccrualFactor());
   final double factor =
       MODEL.futuresConvexityFactor(
           MODEL_PARAMETERS,
           ERU2.getTradingLastTime(),
           ERU2.getFixingPeriodStartTime(),
           ERU2.getFixingPeriodEndTime());
   final double expectedPrice =
       1.0 - factor * forward + (1 - factor) / ERU2.getFixingPeriodAccrualFactor();
   assertEquals(
       "InterestRateFutureSecurityHullWhiteProviderMethod: price",
       expectedPrice,
       price,
       TOLERANCE_PRICE);
 }