public virtual void test_rateIgnoringFixings_onValuation_fixing()
{
DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES);
LocalDate startDate = GBP_SONIA_VAL.EffectiveDate;
LocalDate endDate = GBP_SONIA_VAL.MaturityDate;
double accrualFactor = GBP_SONIA_VAL.YearFraction;
double expected = (DFCURVE.discountFactor(startDate) / DFCURVE.discountFactor(endDate) - 1) / accrualFactor;
assertEquals(test.rateIgnoringFixings(GBP_SONIA_VAL), expected, 1e-8);
}
