ForwardRateAgreement fra = new ForwardRateAgreement(CUR, paymentTime, FIVE_PC_CURVE_NAME, paymentYearFraction, 1, index, fixingTime, fixingPeriodStartTime, fixingPeriodEndTime,
fixingYearFraction, 0, FIVE_PC_CURVE_NAME);
final double rate = fra.accept(PRC, CURVES);
fra = new ForwardRateAgreement(CUR, paymentTime, FIVE_PC_CURVE_NAME, paymentYearFraction, 1, index, fixingTime, fixingPeriodStartTime, fixingPeriodEndTime, fixingYearFraction, rate,
FIVE_PC_CURVE_NAME);
assertEquals(0.0, fra.accept(PVC, CURVES), 1e-12);
}
// @Test
// public void testFutures() {
// final IborIndex iborIndex = new IborIndex(CUR, Period.ofMonths(3), 2, new MondayToFridayCalendar("A"), DayCountFactory.INSTANCE.getDayCount("Actual/360"),