SmileDeltaTermStructureVannaVolgaDataBundle extends ForexOptionDataBundle<SmileDeltaTermStructureParameters> { public static SmileDeltaTermStructureVannaVolgaDataBundle from(final YieldCurveBundle ycBundle, final SmileDeltaTermStructureParameters smile, final Pair<Currency, Currency> currencyPair) { return new SmileDeltaTermStructureVannaVolgaDataBundle(ycBundle, smile, currencyPair); } SmileDeltaTermStructureVannaVolgaDataBundle(final YieldCurveBundle ycBundle, final SmileDeltaTermStructureParameters smile, final Pair<Currency, Currency> currencyPair); static SmileDeltaTermStructureVannaVolgaDataBundle from(final YieldCurveBundle ycBundle, final SmileDeltaTermStructureParameters smile, final Pair<Currency, Currency> currencyPair); @Override /** * Create a copy of the bundle. * @return The bundle. */ SmileDeltaTermStructureVannaVolgaDataBundle copy(); SmileDeltaParameters getSmile(final Currency ccy1, final Currency ccy2, final double time); @Override SmileDeltaTermStructureVannaVolgaDataBundle with(final YieldCurveBundle ycBundle); @Override SmileDeltaTermStructureVannaVolgaDataBundle with(final SmileDeltaTermStructureParameters volatilityModel);  }
@Test public void testObject() { assertEquals(FX_DATA.getVolatilityModel(), SMILES); SmileDeltaTermStructureVannaVolgaDataBundle other = new SmileDeltaTermStructureVannaVolgaDataBundle(CURVES, SMILES, CCYS); assertEquals(FX_DATA, other); assertEquals(FX_DATA.hashCode(), other.hashCode()); other = SmileDeltaTermStructureVannaVolgaDataBundle.from(CURVES, SMILES, CCYS); assertEquals(FX_DATA, other); assertEquals(FX_DATA.hashCode(), other.hashCode()); other = new SmileDeltaTermStructureVannaVolgaDataBundle(TestsDataSetsForex.createCurvesForex2(), SMILES, CCYS); assertFalse(FX_DATA.equals(other)); other = new SmileDeltaTermStructureVannaVolgaDataBundle(CURVES, TestsDataSetsForex.smile3points(REFERENCE_DATE, Interpolator1DFactory.LOG_LINEAR_INSTANCE), CCYS); assertFalse(FX_DATA.equals(other)); other = new SmileDeltaTermStructureVannaVolgaDataBundle(CURVES, SMILES, Pairs.of(Currency.EUR, Currency.GBP)); assertFalse(FX_DATA.equals(other)); }