public virtual void test_presentValue()
{
SecurityPositionCalculationFunction function = new SecurityPositionCalculationFunction();
ScenarioMarketData md = marketData();
double unitPv = (MARKET_PRICE / TICK_SIZE) * TICK_VALUE;
CurrencyAmount expectedPv = CurrencyAmount.of(CURRENCY, unitPv * QUANTITY);
ISet <Measure> measures = ImmutableSet.of(Measures.PRESENT_VALUE);
assertThat(function.calculate(POSITION, measures, PARAMS, md, REF_DATA)).containsEntry(Measures.PRESENT_VALUE, Result.success(CurrencyScenarioArray.of(ImmutableList.of(expectedPv))));
}
