final MultipleCurrencyAmount theta = THETAC.getTheta(FX_DEFINITION, REFERENCE_DATE, CURVES_NAME, CURVES, 1);
final Forex swapToday = FX_DEFINITION.toDerivative(REFERENCE_DATE, CURVES_NAME);
final Forex swapTomorrow = FX_DEFINITION.toDerivative(REFERENCE_DATE.plusDays(1), CURVES_NAME);
final MultipleCurrencyAmount pvToday = swapToday.accept(PVC_FX, CURVES);
final YieldCurveBundle tomorrowData = CURVE_ROLLDOWN.rollDown(CURVES, TimeCalculator.getTimeBetween(REFERENCE_DATE, REFERENCE_DATE.plusDays(1)));
final MultipleCurrencyAmount pvTomorrow = swapTomorrow.accept(PVC_FX, tomorrowData);
final MultipleCurrencyAmount thetaExpected = pvTomorrow.plus(pvToday.multipliedBy(-1.0));
assertEquals("ThetaCalculator: fixed-coupon swap", thetaExpected.getAmount(CUR_1), theta.getAmount(CUR_1), TOLERANCE_PV);
assertEquals("ThetaCalculator: fixed-coupon swap", thetaExpected.getAmount(CUR_2), theta.getAmount(CUR_2), TOLERANCE_PV);
assertEquals("ThetaCalculator: fixed-coupon swap", 2, theta.getCurrencyAmounts().length);
}