public virtual void test_rateIgnoringFixings_onValuation_fixing() { DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE, SERIES); LocalDate startDate = GBP_SONIA_VAL.EffectiveDate; LocalDate endDate = GBP_SONIA_VAL.MaturityDate; double accrualFactor = GBP_SONIA_VAL.YearFraction; double expected = (DFCURVE.discountFactor(startDate) / DFCURVE.discountFactor(endDate) - 1) / accrualFactor; assertEquals(test.rateIgnoringFixings(GBP_SONIA_VAL), expected, 1e-8); }