public virtual void test_presentValue_zspread() { CurrencyAmount pvComputed = PRICER.presentValueWithZSpread(BILL, PROVIDER, Z_SPREAD, CompoundedRateType.CONTINUOUS, 0); double pvExpected = DSC_FACTORS_ISSUER.discountFactor(MATURITY_DATE) * NOTIONAL.Amount * Math.Exp(-Z_SPREAD * DSC_FACTORS_ISSUER.relativeYearFraction(MATURITY_DATE)); assertEquals(pvComputed.Currency, EUR); assertEquals(pvComputed.Amount, pvExpected, TOLERANCE_PV); }