public void test_cleanNominalPrice_dirtyNominalPrice() { double dirtyNominalPrice = 1.055; LocalDate refDate = LocalDate.of(2014, 6, 10); double cleanNominalPrice = PRICER.cleanNominalPriceFromDirtyNominalPrice(PRODUCT, RATES_PROVIDER, refDate, dirtyNominalPrice); RateComputation obs = RATE_CALC.createRateComputation(VALUATION); double refRate = RateComputationFn.standard().rate(obs, null, null, RATES_PROVIDER); double expected = dirtyNominalPrice - PRODUCT.accruedInterest(refDate) * (refRate + 1d) / NOTIONAL; assertEquals(cleanNominalPrice, expected, TOL); assertEquals(PRICER.dirtyNominalPriceFromCleanNominalPrice(PRODUCT, RATES_PROVIDER, refDate, cleanNominalPrice), dirtyNominalPrice, TOL); }