//-------------------------------------------------------------------------
public virtual void coverage()
{
FxOptionVolatilitiesDefinition test1 = FxOptionVolatilitiesDefinition.of(SPEC);
coverImmutableBean(test1);
BlackFxOptionSmileVolatilitiesSpecification spec2 = BlackFxOptionSmileVolatilitiesSpecification.builder().name(VOL_NAME).currencyPair(EUR_GBP).dayCount(ACT_360).nodes(NODES).timeInterpolator(LINEAR).strikeInterpolator(LINEAR).build();
FxOptionVolatilitiesDefinition test2 = FxOptionVolatilitiesDefinition.of(spec2);
coverBeanEquals(test1, test2);
}
public virtual void test_of()
{
FxOptionVolatilitiesDefinition test = FxOptionVolatilitiesDefinition.of(SPEC);
assertEquals(test.Specification, SPEC);
assertEquals(test.ParameterCount, SPEC.ParameterCount);
assertEquals(test.volatilitiesInputs(), SPEC.volatilitiesInputs());
ZonedDateTime dateTime = LocalDate.of(2017, 9, 25).atStartOfDay().atZone(ZoneId.of("Europe/London"));
DoubleArray parameters = DoubleArray.of(0.05, -0.05, 0.15, 0.25, 0.1, -0.1);
assertEquals(test.volatilities(dateTime, parameters, REF_DATA), SPEC.volatilities(dateTime, parameters, REF_DATA));
}
public virtual void serialization()
{
FxOptionVolatilitiesDefinition test = FxOptionVolatilitiesDefinition.of(SPEC);
assertSerialization(test);
}
