*/
@Test
public void testAccruedInterestZeroSpread() {
final LegacyVanillaCreditDefaultSwapDefinition cds = CreditDefaultSwapDefinitionDataSets.getLegacyVanillaDefinition().withMaturityDate(VALUATION_DATE.plusYears(10));
GenerateCreditDefaultSwapPremiumLegSchedule premiumLegScheduleBuilder = new GenerateCreditDefaultSwapPremiumLegSchedule();
final ZonedDateTime[][] premiumLegSchedule = premiumLegScheduleBuilder.constructISDACompliantCreditDefaultSwapPremiumLegSchedule(cds);
final ZonedDateTime stepinDate = VALUATION_DATE.plusDays(1);
final double accruedInterest = (cds.getNotional() * cds.getParSpread() / 10000.0) * CALCULATOR.calculateAccruedInterest(cds, premiumLegSchedule, stepinDate);
final double cleanPrice = CALCULATOR.calibrateAndGetPresentValue(VALUATION_DATE, cds, MARKET_TENORS, ZERO_SPREADS, YIELD_CURVE, PriceType.CLEAN);
final double dirtyPrice = CALCULATOR.calibrateAndGetPresentValue(VALUATION_DATE, cds, MARKET_TENORS, ZERO_SPREADS, YIELD_CURVE, PriceType.DIRTY);
assertEquals(cleanPrice, dirtyPrice + accruedInterest, EPS);