//-------------------------------------------------------------------------
public virtual void test_volatility()
{
for (int i = 0; i < NB_EXPIRY; i++)
{
double expiryTime = VOLS.relativeTime(TEST_EXPIRY[i]);
for (int j = 0; j < NB_STRIKE; ++j)
{
double volExpected = SURFACE.zValue(expiryTime, TEST_STRIKE[j]);
double volComputed = VOLS.volatility(CURRENCY_PAIR, TEST_EXPIRY[i], TEST_STRIKE[j], FORWARD[i]);
assertEquals(volComputed, volExpected, TOLERANCE);
}
}
}
