public virtual void test_relativeTime() { SabrParametersSwaptionVolatilities prov = SabrParametersSwaptionVolatilities.of(NAME, CONV, DATE_TIME, PARAM); double test1 = prov.relativeTime(DATE_TIME); assertEquals(test1, 0d); double test2 = prov.relativeTime(DATE_TIME.plusYears(2)); double test3 = prov.relativeTime(DATE_TIME.minusYears(2)); assertEquals(test2, -test3, 1e-2); }
public virtual void test_relativeTime() { SabrParametersIborCapletFloorletVolatilities prov = SabrParametersIborCapletFloorletVolatilities.of(NAME, EUR_EURIBOR_3M, DATE_TIME, PARAM); double test1 = prov.relativeTime(DATE_TIME); assertEquals(test1, 0d); double test2 = prov.relativeTime(DATE_TIME.plusYears(2)); double test3 = prov.relativeTime(DATE_TIME.minusYears(2)); assertEquals(test2, -test3, 1e-2); }