/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.volatility.curve;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import org.testng.annotations.Test;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.DateUtils;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class FXVannaVolgaVolatilityCurveDataBundleTest {
private static final double DELTA = 0.1;
private static final double RR = 0.01;
private static final double ATM = 0.2;
private static final double VWB = 0.05;
private static final ZonedDateTime DATE = DateUtils.getUTCDate(2010, 7, 1);
private static final FXVannaVolgaVolatilityCurveDataBundle DATA = new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, ATM, VWB, DATE);
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullMaturity() {
new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, ATM, VWB, null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeATMVol() {
new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, -ATM, VWB, DATE);
}
@Test
public void testGetters() {
assertEquals(ATM, DATA.getAtTheMoney(), 0);
assertEquals(DELTA, DATA.getDelta(), 0);
assertEquals(DATE, DATA.getMaturity());
assertEquals(RR, DATA.getRiskReversal(), 0);
assertEquals(VWB, DATA.getVegaWeightedButterfly(), 0);
}
@Test
public void testEqualsAndHashCode() {
FXVannaVolgaVolatilityCurveDataBundle other = new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, ATM, VWB, DATE);
assertEquals(DATA, other);
assertEquals(DATA.hashCode(), other.hashCode());
other = new FXVannaVolgaVolatilityCurveDataBundle(-DELTA, RR, ATM, VWB, DATE);
assertFalse(other.equals(DATA));
other = new FXVannaVolgaVolatilityCurveDataBundle(DELTA, -RR, ATM, VWB, DATE);
assertFalse(other.equals(DATA));
other = new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, ATM + 1, VWB, DATE);
assertFalse(other.equals(DATA));
other = new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, ATM, -VWB, DATE);
assertFalse(other.equals(DATA));
other = new FXVannaVolgaVolatilityCurveDataBundle(DELTA, RR, ATM, VWB, DateUtils.getDateOffsetWithYearFraction(DATE, 1));
assertFalse(other.equals(DATA));
}
}