### Question:
DiscountingIborFixingDepositProductPricer { public PointSensitivities presentValueSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider) { double forwardRate = forwardRate(deposit, provider); DiscountFactors discountFactors = provider.discountFactors(deposit.getCurrency()); double discountFactor = discountFactors.discountFactor(deposit.getEndDate()); PointSensitivityBuilder sensiFwd = forwardRateSensitivity(deposit, provider) .multipliedBy(-discountFactor * deposit.getNotional() * deposit.getYearFraction()); PointSensitivityBuilder sensiDsc = discountFactors.zeroRatePointSensitivity(deposit.getEndDate()) .multipliedBy(deposit.getNotional() * deposit.getYearFraction() * (deposit.getFixedRate() - forwardRate)); return sensiFwd.combinedWith(sensiDsc).build(); } DiscountingIborFixingDepositProductPricer(); CurrencyAmount presentValue(ResolvedIborFixingDeposit deposit, RatesProvider provider); PointSensitivities presentValueSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider); double parRate(ResolvedIborFixingDeposit deposit, RatesProvider provider); PointSensitivities parRateSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider); double parSpread(ResolvedIborFixingDeposit deposit, RatesProvider provider); PointSensitivities parSpreadSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider); static final DiscountingIborFixingDepositProductPricer DEFAULT; }### Answer:
@Test public void test_presentValueSensitivity_fixing() { PointSensitivities computedNoFix = PRICER.presentValueSensitivity(RDEPOSIT, IMM_PROV_NOFIX); CurrencyParameterSensitivities sensiComputedNoFix = IMM_PROV_NOFIX.parameterSensitivity(computedNoFix); PointSensitivities computedFix = PRICER.presentValueSensitivity(RDEPOSIT, IMM_PROV_FIX); CurrencyParameterSensitivities sensiComputedFix = IMM_PROV_NOFIX.parameterSensitivity(computedFix); assertThat(sensiComputedNoFix.equalWithTolerance(sensiComputedFix, TOLERANCE_PV_DELTA)).isTrue(); }