public virtual void test_of()
{
FxOptionVolatilitiesDefinition test = FxOptionVolatilitiesDefinition.of(SPEC);
assertEquals(test.Specification, SPEC);
assertEquals(test.ParameterCount, SPEC.ParameterCount);
assertEquals(test.volatilitiesInputs(), SPEC.volatilitiesInputs());
ZonedDateTime dateTime = LocalDate.of(2017, 9, 25).atStartOfDay().atZone(ZoneId.of("Europe/London"));
DoubleArray parameters = DoubleArray.of(0.05, -0.05, 0.15, 0.25, 0.1, -0.1);
assertEquals(test.volatilities(dateTime, parameters, REF_DATA), SPEC.volatilities(dateTime, parameters, REF_DATA));
}
public virtual void test_builder()
{
BlackFxOptionSmileVolatilitiesSpecification test = BlackFxOptionSmileVolatilitiesSpecification.builder().name(VOL_NAME).currencyPair(EUR_GBP).dayCount(ACT_360).nodes(NODES).timeInterpolator(PCHIP).timeExtrapolatorLeft(LINEAR).timeExtrapolatorRight(FLAT).strikeInterpolator(DOUBLE_QUADRATIC).strikeExtrapolatorLeft(FLAT).strikeExtrapolatorRight(LINEAR).build();
assertEquals(test.CurrencyPair, EUR_GBP);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.Name, VOL_NAME);
assertEquals(test.Nodes, NODES);
assertEquals(test.ParameterCount, TENORS.size());
assertEquals(test.StrikeInterpolator, DOUBLE_QUADRATIC);
assertEquals(test.StrikeExtrapolatorLeft, FLAT);
assertEquals(test.StrikeExtrapolatorRight, LINEAR);
assertEquals(test.TimeInterpolator, PCHIP);
assertEquals(test.TimeExtrapolatorLeft, LINEAR);
assertEquals(test.TimeExtrapolatorRight, FLAT);
assertEquals(test.volatilitiesInputs(), QUOTE_IDS);
}