public virtual void convexityFromYieldUS()
{
double computed = PRICER.convexityFromYield(PRODUCT_US, SETTLEMENT_US, YIELD_US);
double duration = PRICER.modifiedDurationFromYield(PRODUCT_US, SETTLEMENT_US, YIELD_US);
double durationUp = PRICER.modifiedDurationFromYield(PRODUCT_US, SETTLEMENT_US, YIELD_US + EPS);
double durationDw = PRICER.modifiedDurationFromYield(PRODUCT_US, SETTLEMENT_US, YIELD_US - EPS);
double expected = 0.5 * (durationDw - durationUp) / EPS + duration * duration;
assertEquals(computed, expected, EPS);
}