public void test_currencyExposure() { MultiCurrencyAmount computed = PRICER.currencyExposure(TRADE_STANDARD, RATES_PROVIDER, ISSUER_RATES_PROVIDER); PointSensitivities point = PRICER.presentValueSensitivity( TRADE_STANDARD, RATES_PROVIDER, ISSUER_RATES_PROVIDER); MultiCurrencyAmount expected = RATES_PROVIDER.currencyExposure(point).plus( PRICER.presentValue(TRADE_STANDARD, RATES_PROVIDER, ISSUER_RATES_PROVIDER)); assertEquals(computed.getAmounts().size(), 1); assertEquals(computed.getAmount(USD).getAmount(), expected.getAmount(USD).getAmount(), NOTIONAL * QUANTITY * TOL); }