/**
* 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.smile.function;
import org.apache.commons.lang.NotImplementedException;
import org.testng.annotations.Test;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class SABRPaulotVolatilityFunctionTest extends SABRVolatilityFunctionTestCase {
private static final SABRPaulotVolatilityFunction FUNCTION = new SABRPaulotVolatilityFunction();
@Override
protected VolatilityFunctionProvider<SABRFormulaData> getFunction() {
return FUNCTION;
}
@Override
@Test(expectedExceptions = NotImplementedException.class)
public void testApproachingLogNormalEquivalent2() {
getFunction().getVolatilityFunction(OPTION, FORWARD).evaluate(APPROACHING_LOG_NORMAL_EQUIVALENT2);
}
@Override
@Test(expectedExceptions = NotImplementedException.class)
public void testApproachingLogNormalEquivalent3() {
getFunction().getVolatilityFunction(OPTION, FORWARD).evaluate(APPROACHING_LOG_NORMAL_EQUIVALENT3);
}
}