static NormalSwaptionExpiryTenorVolatilitiesTest()
{
IList <SwaptionSurfaceExpiryTenorParameterMetadata> list = new List <SwaptionSurfaceExpiryTenorParameterMetadata>();
int nData = TIME.size();
for (int i = 0; i < nData; ++i)
{
SwaptionSurfaceExpiryTenorParameterMetadata parameterMetadata = SwaptionSurfaceExpiryTenorParameterMetadata.of(TIME.get(i), TENOR.get(i));
list.Add(parameterMetadata);
}
METADATA = Surfaces.normalVolatilityByExpiryTenor("GOVT1-SWAPTION-VOL", ACT_365F).withParameterMetadata(list);
}