@Test
public void testBuilders() {
final ZonedDateTime newDate = DATE.plusDays(1);
assertEquals(DATA.withDate(newDate), new BlackOptionDataBundle(F, CURVE, SURFACE, newDate));
final double newForward = F + 1;
assertEquals(
DATA.withForward(newForward), new BlackOptionDataBundle(newForward, CURVE, SURFACE, DATE));
final YieldCurve newCurve = YieldCurve.from(ConstantDoublesCurve.from(0.05));
assertEquals(
DATA.withInterestRateCurve(newCurve),
new BlackOptionDataBundle(F, newCurve, SURFACE, DATE));
final VolatilitySurface newSurface = new VolatilitySurface(ConstantDoublesSurface.from(0.9));
assertEquals(
DATA.withVolatilitySurface(newSurface),
new BlackOptionDataBundle(F, CURVE, newSurface, DATE));
}
@Test
public void test() {
assertEquals(DATA.getDate(), DATE);
assertEquals(DATA.getForward(), F, 0);
assertEquals(DATA.getVolatilitySurface(), SURFACE);
assertEquals(DATA.getInterestRateCurve(), CURVE);
final double t = Math.random();
assertEquals(DATA.getDiscountFactor(t), Math.exp(-R * t), 0);
BlackOptionDataBundle other = new BlackOptionDataBundle(F, CURVE, SURFACE, DATE);
assertEquals(other, DATA);
assertEquals(other.hashCode(), DATA.hashCode());
other = new BlackOptionDataBundle(DATA);
assertEquals(other, DATA);
assertEquals(other.hashCode(), DATA.hashCode());
other = new BlackOptionDataBundle(F + 1, CURVE, SURFACE, DATE);
assertFalse(other.equals(DATA));
other =
new BlackOptionDataBundle(
F, YieldCurve.from(ConstantDoublesCurve.from(0.06)), SURFACE, DATE);
assertFalse(other.equals(DATA));
other =
new BlackOptionDataBundle(
F, CURVE, new VolatilitySurface(ConstantDoublesSurface.from(0.6)), DATE);
assertFalse(other.equals(DATA));
other = new BlackOptionDataBundle(F, CURVE, SURFACE, DATE.plusDays(1));
assertFalse(other.equals(DATA));
}
