### Question:
OvernightFutureTradeCalculations { public DoubleScenarioArray parSpread( ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData) { return calc.parSpread(trade, lookup.marketDataView(marketData)); } OvernightFutureTradeCalculations(
      DiscountingOvernightFutureTradePricer tradePricer); CurrencyScenarioArray presentValue(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); CurrencyAmount presentValue(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); MultiCurrencyScenarioArray pv01CalibratedSum(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); MultiCurrencyAmount pv01CalibratedSum(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); ScenarioArray<CurrencyParameterSensitivities> pv01CalibratedBucketed(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); CurrencyParameterSensitivities pv01CalibratedBucketed(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); MultiCurrencyScenarioArray pv01MarketQuoteSum(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); MultiCurrencyAmount pv01MarketQuoteSum(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); ScenarioArray<CurrencyParameterSensitivities> pv01MarketQuoteBucketed(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); CurrencyParameterSensitivities pv01MarketQuoteBucketed(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); DoubleScenarioArray parSpread(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); double parSpread(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); DoubleScenarioArray unitPrice(
      ResolvedOvernightFutureTrade trade,
      RatesMarketDataLookup lookup,
      ScenarioMarketData marketData); double unitPrice(
      ResolvedOvernightFutureTrade trade,
      RatesProvider ratesProvider); static final OvernightFutureTradeCalculations DEFAULT; }### Answer:
@Test public void test_parSpread() { double expected = TRADE_PRICER.parSpread(RESOLVED_TRADE, RATES_PROVIDER, SETTLEMENT_PRICE); assertThat(CALC.parSpread(RESOLVED_TRADE, RATES_LOOKUP, MARKET_DATA).get(0).doubleValue()) .isCloseTo(expected, offset(TOL)); assertThat(CALC.parSpread(RESOLVED_TRADE, RATES_PROVIDER)).isCloseTo(expected, offset(TOL)); }