//------------------------------------------------------------------------- public virtual void test_withCurve() { SimpleDiscountFactors test = SimpleDiscountFactors.of(GBP, DATE_VAL, CURVE).withCurve(CURVE2); assertEquals(test.Curve, CURVE2); }
public virtual void test_discountFactor_withSpread_smallYearFraction() { SimpleDiscountFactors test = SimpleDiscountFactors.of(GBP, DATE_VAL, CURVE); assertEquals(test.discountFactorWithSpread(DATE_VAL, SPREAD, PERIODIC, 2), 1d); }