public virtual void price_from_yield_intatmat()
{
Bill bill = US_BILL.toBuilder().yieldConvention(BillYieldConvention.INTEREST_AT_MATURITY).build();
double yield = 0.01;
LocalDate settlementDate = LocalDate.of(2018, 8, 17);
double af = bill.DayCount.relativeYearFraction(settlementDate, MATURITY_DATE);
double priceExpected = 1.0d / (1 + yield * af);
double priceComputed = bill.priceFromYield(yield, settlementDate);
assertEquals(priceExpected, priceComputed, TOLERANCE_PRICE);
}
