예제 #1
0
        public virtual void test_findData()
        {
            SabrParametersSwaptionVolatilities test = SabrParametersSwaptionVolatilities.of(NAME, CONV, DATE_TIME, PARAM);

            assertEquals(test.findData(PARAM.AlphaSurface.Name), PARAM.AlphaSurface);
            assertEquals(test.findData(PARAM.BetaSurface.Name), PARAM.BetaSurface);
            assertEquals(test.findData(PARAM.RhoSurface.Name), PARAM.RhoSurface);
            assertEquals(test.findData(PARAM.NuSurface.Name), PARAM.NuSurface);
            assertEquals(test.findData(PARAM.ShiftSurface.Name), PARAM.ShiftSurface);
            assertEquals(test.findData(SurfaceName.of("Rubbish")), null);
        }