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)); }