/** Tests applying a relative index shift to SmileSurfaceDataBundle. */
@Test
public void indexShiftRelativeSurfaceData() {
StandardSmileSurfaceDataBundle surfaceData =
new StandardSmileSurfaceDataBundle(
0d,
new double[] {0, 0, 0}, // not relevant to this test
new double[] {1.1, 1.2, 1.3},
new double[][] {{10}, {10, 20}, {10, 20, 30}},
new double[][] {{1}, {2, 3}, {4, 5, 6}},
new LinearInterpolator1D()); // not relevant to this test
List<Double> shiftList = Lists.newArrayList(0d, 0.1, 0.2);
VolatilitySurfaceIndexShifts shifts =
new VolatilitySurfaceIndexShifts(ScenarioShiftType.RELATIVE, shiftList);
SmileSurfaceDataBundle shiftedData = shifts.shiftSurfaceData(surfaceData);
double[][] expectedVols = new double[][] {{1}, {2.2, 3.3}, {4.8, 6.0, 7.2}};
double[][] shiftedVols = shiftedData.getVolatilities();
assertTrue(Arrays.deepEquals(expectedVols, shiftedVols));
}
