public virtual void macaulayDurationFromYieldUS() { double duration = PRICER.macaulayDurationFromYield(PRODUCT_US, SETTLEMENT_US, YIELD_US); assertEquals(duration, 4.6575232098896215, TOL); // 2.x. }
public virtual void macaulayDurationFromYieldUS() { double duration = PRICER.macaulayDurationFromYield(PRODUCT_US, SETTLEMENT_US, YIELD_US); assertEquals(duration, 4.6575232098896215, TOL); // 2.x. }