public void presentValueSensitivity_zspread() {
PointSensitivities sensiComputed =
PRICER.presentValueSensitivityWithZSpread(BILL, PROVIDER, Z_SPREAD, CompoundedRateType.CONTINUOUS, 0);
PointSensitivities sensiExpected = IssuerCurveZeroRateSensitivity.of(
DSC_FACTORS_ISSUER.zeroRatePointSensitivityWithSpread(MATURITY_DATE, Z_SPREAD, CompoundedRateType.CONTINUOUS, 0),
GROUP_ISSUER)
.multipliedBy(NOTIONAL.getAmount())
.build();
assertTrue(sensiComputed.equalWithTolerance(sensiExpected, TOLERANCE_PV));
CurrencyParameterSensitivities paramSensiComputed = PROVIDER.parameterSensitivity(sensiComputed);
CurrencyParameterSensitivities paramSensiExpected = FD_CALC.sensitivity(
PROVIDER, p -> PRICER.presentValueWithZSpread(BILL, p, Z_SPREAD, CompoundedRateType.CONTINUOUS, 0));
assertTrue(paramSensiComputed.equalWithTolerance(paramSensiExpected, EPS * NOTIONAL_AMOUNT));
}