/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.option.pricing.analytic.formula;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import org.testng.annotations.Test;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class BlackFunctionDataTest {
private static final double F = 100;
private static final double DF = 0.95;
private static final double SIGMA = 0.23;
private static final BlackFunctionData DATA = new BlackFunctionData(F, DF, SIGMA);
// @Test(expected = IllegalArgumentException.class)
// public void testHighDiscountFactor() {
// new BlackFunctionData(F, DF + 1, SIGMA);
// }
//
// @Test(expected = IllegalArgumentException.class)
// public void testLowDiscountFactor() {
// new BlackFunctionData(F, 0, SIGMA);
// }
// Test temporarily removed.
@Test
public void test() {
assertEquals(DATA.getDiscountFactor(), DF, 0);
assertEquals(DATA.getForward(), F, 0);
assertEquals(DATA.getBlackVolatility(), SIGMA, 0);
BlackFunctionData other = new BlackFunctionData(F, DF, SIGMA);
assertEquals(DATA, other);
assertEquals(DATA.hashCode(), other.hashCode());
other = new BlackFunctionData(F + 1, DF, SIGMA);
assertFalse(other.equals(DATA));
other = new BlackFunctionData(F, DF * 0.5, SIGMA);
assertFalse(other.equals(DATA));
other = new BlackFunctionData(F, DF, SIGMA + 0.1);
assertFalse(other.equals(DATA));
}
}