MertonJumpDiffusionModelDataBundle extends StandardOptionDataBundle { public MertonJumpDiffusionModelDataBundle withLambda(final double lambda) { ArgumentChecker.notZero(lambda, 1e-15, "lambda"); return new MertonJumpDiffusionModelDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), getSpot(), getDate(), lambda, getGamma()); } MertonJumpDiffusionModelDataBundle(final YieldAndDiscountCurve discountCurve, final double b, final VolatilitySurface volatilitySurface, final double spot, final ZonedDateTime date,
      final double lambda, final double gamma);  MertonJumpDiffusionModelDataBundle(final MertonJumpDiffusionModelDataBundle data);  MertonJumpDiffusionModelDataBundle(final StandardOptionDataBundle data, final double lambda, final double gamma); double getLambda(); double getGamma(); @Override MertonJumpDiffusionModelDataBundle withInterestRateCurve(final YieldAndDiscountCurve curve); @Override MertonJumpDiffusionModelDataBundle withCostOfCarry(final double costOfCarry); @Override MertonJumpDiffusionModelDataBundle withVolatilitySurface(final VolatilitySurface surface); @Override MertonJumpDiffusionModelDataBundle withDate(final ZonedDateTime date); @Override MertonJumpDiffusionModelDataBundle withSpot(final double spot); MertonJumpDiffusionModelDataBundle withLambda(final double lambda); MertonJumpDiffusionModelDataBundle withGamma(final double gamma); @Override int hashCode(); @Override boolean equals(final Object obj);  }
@Test(expectedExceptions = IllegalArgumentException.class) public void testZeroLambda3() { DATA.withLambda(0); }