public void currency_exposure() { CurrencyAmount pv = PRICER_SWAPTION_NORMAL.presentValue(SWAPTION_LONG_PAY, MULTI_USD, NORMAL_VOLS_USD_STD); MultiCurrencyAmount ce = PRICER_SWAPTION_NORMAL.currencyExposure(SWAPTION_LONG_PAY, MULTI_USD, NORMAL_VOLS_USD_STD); assertEquals(pv.getAmount(), ce.getAmount(USD).getAmount(), TOLERANCE_PV); }