コード例 #1
0
 @Test
 public void testGetters() {
   final double t = Math.random();
   assertEquals(DATA.getShortRateCurve(), SHORT_RATE);
   assertEquals(DATA.getShortRate(t), SHORT_RATE.getInterestRate(t), 0);
   assertEquals(DATA.getLongTermInterestRate(), LONG_RATE, 0);
   assertEquals(DATA.getReversionSpeed(), SPEED, 0);
   assertEquals(DATA.getShortRateVolatilityCurve(), SIGMA);
   assertEquals(DATA.getShortRateVolatility(t), SIGMA.getVolatility(t), 0);
   assertEquals(DATA.getDate(), DATE);
 }