/**
* 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.fourier;
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 GaussianCharacteristicExponentTest {
private static final double MU = 0.4;
private static final double SIGMA = 0.8;
private static final GaussianCharacteristicExponent EXPONENT = new GaussianCharacteristicExponent(MU, SIGMA);
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeSigma() {
new GaussianCharacteristicExponent(MU, -SIGMA);
}
@Test
public void test() {
assertEquals(EXPONENT.getMu(), MU, 0);
assertEquals(EXPONENT.getSigma(), SIGMA, 0);
GaussianCharacteristicExponent other = new GaussianCharacteristicExponent(MU, SIGMA);
assertEquals(other, EXPONENT);
assertEquals(other.hashCode(), EXPONENT.hashCode());
other = new GaussianCharacteristicExponent(MU + 1, SIGMA);
assertFalse(other.equals(EXPONENT));
other = new GaussianCharacteristicExponent(MU, SIGMA + 1);
assertFalse(other.equals(EXPONENT));
}
@Test
public void testAlphas() {
assertEquals(EXPONENT.getSmallestAlpha(), Double.NEGATIVE_INFINITY, 0);
assertEquals(EXPONENT.getLargestAlpha(), Double.POSITIVE_INFINITY, 0);
}
}