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);
}
