예제 #1
0
        public virtual void test_of()
        {
            CmsSabrExtrapolationParams test = CmsSabrExtrapolationParams.of(1d, 2d);

            assertEquals(test.CutOffStrike, 1d);
            assertEquals(test.Mu, 2d);
        }
예제 #2
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            CmsSabrExtrapolationParams test = CmsSabrExtrapolationParams.of(1d, 2d);

            coverImmutableBean(test);
            CmsSabrExtrapolationParams test2 = CmsSabrExtrapolationParams.of(3d, 4d);

            coverBeanEquals(test, test2);
        }
예제 #3
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        public virtual void test_serialization()
        {
            CmsSabrExtrapolationParams test = CmsSabrExtrapolationParams.of(1d, 2d);

            assertSerialization(test);
        }