@Test
public void testNormalPresentValue() {
Result<MultipleCurrencyAmount> result =
_functionRunner.runFunction(
ARGS,
createSuppliedData(),
new Function<Environment, Result<MultipleCurrencyAmount>>() {
@Override
public Result<MultipleCurrencyAmount> apply(Environment env) {
return _normalIRFutureOptionFn.calculatePV(env, _irFutureOptionTrade);
}
});
assertSuccess(result);
MultipleCurrencyAmount mca = result.getValue();
assertThat(
mca.getCurrencyAmount(Currency.USD).getAmount(),
is(closeTo(-902.7156551, STD_TOLERANCE_PV)));
}
