//------------------------------------------------------------------------- public virtual void test_presentValueOnSettle() { CurrencyAmount computed = PRICER.presentValueOnSettle(TRADE, RATES_PROVIDER, PriceType.CLEAN, REF_DATA); CurrencyAmount expected = PRICER_PRODUCT.presentValue(PRODUCT, RATES_PROVIDER, SETTLEMENT_DATE, PriceType.CLEAN, REF_DATA); CurrencyAmount computedMf = PRICER_MF.presentValueOnSettle(TRADE_NO_SETTLE_DATE, RATES_PROVIDER, PriceType.CLEAN, REF_DATA); CurrencyAmount expectedMf = PRICER_PRODUCT_MF.presentValue(PRODUCT, RATES_PROVIDER, SETTLEMENT_DATE, PriceType.CLEAN, REF_DATA); assertEquals(computed.Amount, expected.Amount, TOL); assertEquals(computedMf.Amount, expectedMf.Amount, TOL); }