//-------------------------------------------------------------------------
public virtual void test_discountFactor()
{
IsdaCreditDiscountFactors test = IsdaCreditDiscountFactors.of(USD, VALUATION, CURVE);
double relativeYearFraction = ACT_365F.relativeYearFraction(VALUATION, DATE_AFTER);
double expected = Math.Exp(-relativeYearFraction * CURVE.yValue(relativeYearFraction));
assertEquals(test.discountFactor(DATE_AFTER), expected);
}
public virtual void test_zeroRate()
{
IsdaCreditDiscountFactors test = IsdaCreditDiscountFactors.of(USD, VALUATION, CURVE);
double relativeYearFraction = ACT_365F.relativeYearFraction(VALUATION, DATE_AFTER);
double discountFactor = test.discountFactor(DATE_AFTER);
double zeroRate = test.zeroRate(DATE_AFTER);
assertEquals(Math.Exp(-zeroRate * relativeYearFraction), discountFactor);
}