// validate that the rates and volatilities providers are coherent
private void validate(
RatesProvider ratesProvider,
ExpandedSwaption swaption,
NormalVolatilitySwaptionProvider volatilityProvider) {
ArgChecker.isTrue(
volatilityProvider
.getValuationDateTime()
.toLocalDate()
.equals(ratesProvider.getValuationDate()),
"volatility and rate data should be for the same date");
ArgChecker.isFalse(
swaption.getUnderlying().isCrossCurrency(), "underlying swap should be single currency");
ArgChecker.isTrue(
swaption.getSwaptionSettlement().getSettlementType().equals(SettlementType.PHYSICAL),
"swaption should be physical settlement");
}
