HullWhiteOneFactorDataBundle extends StandardDiscountBondModelDataBundle { public double getReversionSpeed() { return _reversionSpeed; } HullWhiteOneFactorDataBundle(final YieldAndDiscountCurve shortRateCurve, final VolatilityCurve shortRateVolatilityCurve, final ZonedDateTime date, final double reversionSpeed); double getReversionSpeed(); @Override int hashCode(); @Override boolean equals(final Object obj);  }
@Test public void testGetters() { assertEquals(DATA.getShortRateCurve(), R_CURVE); assertEquals(DATA.getShortRateVolatilityCurve(), SIGMA_CURVE); assertEquals(DATA.getDate(), DATE); assertEquals(DATA.getReversionSpeed(), SPEED, 0); final double t = 0.2; assertEquals(DATA.getShortRate(t), R_CURVE.getInterestRate(t), 1e-15); assertEquals(DATA.getShortRateVolatility(t), SIGMA_CURVE.getVolatility(t), 1e-15); }