/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.credit.recoveryratemodel; import org.testng.annotations.Test; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT) public class RecoveryRateModelStochasticTest { // ---------------------------------------------------------------------------------------------------------------------------------------- private final static double a = 0.75; private final static double b = 0.75; private final static double x = 0.7; RecoveryRateModelStochastic recoveryRateModel = new RecoveryRateModelStochastic(a, b, x); // ---------------------------------------------------------------------------------------------------------------------------------------- @Test(enabled = false) public void ConstantRecoveryRateModelTest() { System.out.println("Running constant recovery rate model test ..."); RecoveryRateModelStochastic recRateModel = recoveryRateModel; for (double x = 0.01; x <= 1.0; x += 0.01) { recRateModel = recRateModel.sampleRecoveryRate(x); System.out.println("a = " + a + "\t" + "b = " + b + "\t" + "x = " + "\t" + x + "\t" + "delta = " + "\t" + recRateModel.getRecoveryRate()); } } // ---------------------------------------------------------------------------------------------------------------------------------------- }