//------------------------------------------------------------------------- public virtual void test_zSpreadFromCurvesAndPV_continuous() { double dirtyPrice = PRICER.dirtyPriceFromCurvesWithZSpread(PRODUCT, PROVIDER, REF_DATA, Z_SPREAD, CONTINUOUS, 0); double computed = PRICER.zSpreadFromCurvesAndDirtyPrice(PRODUCT, PROVIDER, REF_DATA, dirtyPrice, CONTINUOUS, 0); assertEquals(computed, Z_SPREAD, TOL); }