HestonCharacteristicExponent implements MartingaleCharacteristicExponent { public HestonCharacteristicExponent withVol0(final double vol0) { return new HestonCharacteristicExponent(_kappa, _theta, vol0, _omega, _rho); } HestonCharacteristicExponent(final double kappa, final double theta, final double vol0, final double omega, final double rho);  HestonCharacteristicExponent(final HestonModelData data); @Override Function1D<ComplexNumber, ComplexNumber> getFunction(final double t); @Override ComplexNumber getValue(ComplexNumber u, double t); @Override Function1D<ComplexNumber, ComplexNumber[]> getAdjointFunction(final double t); ComplexNumber[] getCharacteristicExponentAdjointDebug(final ComplexNumber u, final double t); @Override ComplexNumber[] getCharacteristicExponentAdjoint(final ComplexNumber u, final double t); @Override double getLargestAlpha(); @Override double getSmallestAlpha(); double getKappa(); double getTheta(); double getVol0(); double getOmega(); double getRho(); HestonCharacteristicExponent withKappa(final double kappa); HestonCharacteristicExponent withTheta(final double theta); HestonCharacteristicExponent withVol0(final double vol0); HestonCharacteristicExponent withOmega(final double omega); HestonCharacteristicExponent withRho(final double rho); @Override int hashCode(); @Override boolean equals(final Object obj);  }
@Test public void testVol0Zero() { testSensitivitiesAtRandomPoints(EXPONENT.withVol0(0.0)); }