public virtual void test_rateIgnoringFixings_onValuation_fixing() { SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES); double time = CURVE_DAY_COUNT.yearFraction(DATE_VAL, GBP_LIBOR_3M_VAL.MaturityDate); double expected = CURVE.yValue(time); assertEquals(test.rateIgnoringFixings(GBP_LIBOR_3M_VAL), expected, TOLERANCE_RATE); }