// Checks that the NDF present value sensitivity is coherent with the standard FX forward present value.
public virtual void test_presentValueCurveSensitivityVsForex()
{
PointSensitivities pvcsNDF = PRICER.presentValueSensitivity(NDF, PROVIDER).normalized();
CurrencyParameterSensitivities sensiNDF = PROVIDER.parameterSensitivity(pvcsNDF);
PointSensitivities pvcsFX = PRICER_FX.presentValueSensitivity(FOREX, PROVIDER).normalized();
CurrencyParameterSensitivities sensiFX = PROVIDER.parameterSensitivity(pvcsFX);
assertTrue(sensiNDF.equalWithTolerance(sensiFX.convertedTo(USD, PROVIDER), NOMINAL_USD * TOL));
}
