public virtual void test_calc()
{
SabrParametersSwaptionVolatilities test = SabrParametersSwaptionVolatilities.of(NAME, CONV, DATE_TIME, PARAM);
assertEquals(test.alpha(1d, 2d), PARAM.alpha(1d, 2d));
assertEquals(test.beta(1d, 2d), PARAM.beta(1d, 2d));
assertEquals(test.rho(1d, 2d), PARAM.rho(1d, 2d));
assertEquals(test.nu(1d, 2d), PARAM.nu(1d, 2d));
assertEquals(test.shift(1d, 2d), PARAM.shift(1d, 2d));
}
