CapFloorCMSSpreadSABRBinormalMethod { public DoubleFunction1D getCorrelation() { return _correlation; } CapFloorCMSSpreadSABRBinormalMethod(final DoubleFunction1D correlation, final CapFloorCMSSABRReplicationAbstractMethod methodCmsCap,
      final CouponCMSSABRReplicationGenericMethod methodCmsCoupon); DoubleFunction1D getCorrelation(); MultipleCurrencyAmount presentValue(final CapFloorCMSSpread cmsSpread, final SABRSwaptionProviderInterface sabrData); double impliedCorrelation(final CapFloorCMSSpread cmsSpread, final SABRSwaptionProviderInterface sabrData, final double price); MultipleCurrencyMulticurveSensitivity presentValueCurveSensitivity(final CapFloorCMSSpread cmsSpread, final SABRSwaptionProviderInterface sabrData); PresentValueSABRSensitivityDataBundle presentValueSABRSensitivity(final CapFloorCMSSpread cmsSpread, final SABRSwaptionProviderInterface sabrData);  }
@Test public void getter() { final double correlation = 0.80; final DoubleFunction1D correlationFunction = new RealPolynomialFunction1D(new double[] {correlation}); final CapFloorCMSSpreadSABRBinormalMethod method = new CapFloorCMSSpreadSABRBinormalMethod(correlationFunction, METHOD_CMS_CAP, METHOD_CMS_COUPON); assertEquals("CMS spread binormal method: correlation function getter", correlationFunction, method.getCorrelation()); }