public virtual void coverage()
{
SabrParametersSwaptionVolatilities test1 = SabrParametersSwaptionVolatilities.of(NAME, CONV, DATE_TIME, PARAM);
coverImmutableBean(test1);
SabrParametersSwaptionVolatilities test2 = SabrParametersSwaptionVolatilities.of(NAME2, SwaptionSabrRateVolatilityDataSet.SWAP_CONVENTION_EUR, DATE_TIME.plusDays(1), SwaptionSabrRateVolatilityDataSet.SABR_PARAM_USD);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
HullWhiteOneFactorPiecewiseConstantParametersProvider test1 = HullWhiteOneFactorPiecewiseConstantParametersProvider.of(PARAMETERS, ACT_360, DATE_TIME);
coverImmutableBean(test1);
HullWhiteOneFactorPiecewiseConstantParameters @params = HullWhiteOneFactorPiecewiseConstantParameters.of(0.02, DoubleArray.of(0.01, 0.011, 0.014), DoubleArray.of(0.5, 5.0));
HullWhiteOneFactorPiecewiseConstantParametersProvider test2 = HullWhiteOneFactorPiecewiseConstantParametersProvider.of(@params, ACT_ACT_ISDA, DATE_TIME.plusDays(1));
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
NormalIborFutureOptionExpirySimpleMoneynessVolatilities test = NormalIborFutureOptionExpirySimpleMoneynessVolatilities.of(EUR_EURIBOR_3M, VAL_DATE_TIME, PARAMETERS_RATE);
coverImmutableBean(test);
NormalIborFutureOptionExpirySimpleMoneynessVolatilities test2 = NormalIborFutureOptionExpirySimpleMoneynessVolatilities.of(EUR_EURIBOR_6M, VAL_DATE_TIME.plusDays(1), PARAMETERS_PRICE);
coverBeanEquals(test, test2);
}
public virtual void coverage()
{
SabrParametersIborCapletFloorletVolatilities test1 = SabrParametersIborCapletFloorletVolatilities.of(NAME, EUR_EURIBOR_3M, DATE_TIME, PARAM);
coverImmutableBean(test1);
SabrParametersIborCapletFloorletVolatilities test2 = SabrParametersIborCapletFloorletVolatilities.of(NAME2, IborIndices.EUR_LIBOR_3M, DATE_TIME.plusDays(1), IborCapletFloorletSabrRateVolatilityDataSet.SABR_PARAM_FLAT);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
BlackBondFutureExpiryLogMoneynessVolatilities test1 = BlackBondFutureExpiryLogMoneynessVolatilities.of(VAL_DATE_TIME, SURFACE);
coverImmutableBean(test1);
BlackBondFutureExpiryLogMoneynessVolatilities test2 = BlackBondFutureExpiryLogMoneynessVolatilities.of(VAL_DATE_TIME.plusDays(1), SURFACE.withParameter(0, 1d));
coverBeanEquals(test1, test2);
}
