public virtual void test_addVolatility_notAscendingTime()
{
HullWhiteOneFactorPiecewiseConstantParameters @base = HullWhiteOneFactorPiecewiseConstantParameters.of(MEAN_REVERSION, VOLATILITY, VOLATILITY_TIME);
double time = 3.0;
double vol = 0.015;
assertThrowsIllegalArg(() => @base.withVolatilityAdded(vol, time));
}
public virtual void test_addVolatility()
{
HullWhiteOneFactorPiecewiseConstantParameters @base = HullWhiteOneFactorPiecewiseConstantParameters.of(MEAN_REVERSION, VOLATILITY, VOLATILITY_TIME);
double time = 7.0;
double vol = 0.015;
HullWhiteOneFactorPiecewiseConstantParameters test = @base.withVolatilityAdded(vol, time);
assertEquals(test.LastVolatility, vol);
assertEquals(test.MeanReversion, MEAN_REVERSION);
assertEquals(test.Volatility, DoubleArray.of(0.01, 0.011, 0.012, 0.013, 0.014, vol));
assertEquals(test.VolatilityTime, DoubleArray.of(0.0, 0.5, 1.0, 2.0, 5.0, 7.0, 1000d));
}
