public virtual void test_presentValueSensitivity()
{
PointSensitivities computed = PRICER.presentValueSensitivity(TRADE, RATES_PROVIDER, REF_DATA);
PointSensitivities expected = PRICER_PRODUCT.presentValueSensitivity(PRODUCT, RATES_PROVIDER, VALUATION_DATE, REF_DATA).combinedWith(PRICER_PAYMENT.presentValueSensitivity(UPFRONT, YIELD_CRVE.toDiscountFactors())).build();
PointSensitivities computedMf = PRICER_MF.presentValueSensitivity(TRADE_NO_SETTLE_DATE, RATES_PROVIDER, REF_DATA);
PointSensitivities expectedMf = PRICER_PRODUCT_MF.presentValueSensitivity(PRODUCT, RATES_PROVIDER, VALUATION_DATE, REF_DATA).build();
assertTrue(computed.equalWithTolerance(expected, TOL));
assertTrue(computedMf.equalWithTolerance(expectedMf, TOL));
}
