public virtual void test_calc()
{
SabrParametersIborCapletFloorletVolatilities test = SabrParametersIborCapletFloorletVolatilities.of(NAME, EUR_EURIBOR_3M, DATE_TIME, PARAM);
assertEquals(test.alpha(1.56), PARAM.alpha(1.56));
assertEquals(test.beta(1.56), PARAM.beta(1.56));
assertEquals(test.rho(1.56), PARAM.rho(1.56));
assertEquals(test.nu(1.56), PARAM.nu(1.56));
assertEquals(test.shift(1.56), PARAM.shift(1.56));
}
