BlackForexTermStructureParameters implements VolatilityModel<Double> { public Double[] getVolatilityTimeSensitivity(final double t) { return _volatility.getYValueParameterSensitivity(t); } BlackForexTermStructureParameters(final DoublesCurve volatility); DoublesCurve getVolatilityCurve(); Double[] getVolatilityTimeSensitivity(final double t); @Override Double getVolatility(final Double time); @Override int hashCode(); @Override boolean equals(final Object obj);  }
@Test public void testVolatilitySensitivity() { final double[] times = new double[] {0.3, 2.54, 5, 10.1}; for (final double time : times) { assertArrayEquals(TERM_STRUCTURE_VOL.getYValueParameterSensitivity(time), BLACK_TERM_STRUCTURE.getVolatilityTimeSensitivity(time)); } }