final SABRInterestRateDataBundle sabrBundleCor = new SABRInterestRateDataBundle(sabrCorrelation, CURVES);
final PresentValueSABRSensitivityDataBundle pvcsMethod = METHOD_CMS_SPREAD.presentValueSABRSensitivity(CMS_CAP_SPREAD, sabrBundleCor);
final PresentValueSABRSensitivityDataBundle pvcsCalculator = CMS_CAP_SPREAD.accept(calculator, sabrBundleCor);
assertEquals("CMS spread: SABR sensitivity Method vs Calculator", pvcsMethod, pvcsCalculator);
// Extrapolation
final PresentValueSABRSensitivitySABRRightExtrapolationCalculator calculatorExtra = new PresentValueSABRSensitivitySABRRightExtrapolationCalculator(CUT_OFF_STRIKE, MU);
final PresentValueSABRSensitivityDataBundle pvcsMethodExtra = METHOD_CMS_SPREAD_EXTRAPOLATION.presentValueSABRSensitivity(CMS_CAP_SPREAD, sabrBundleCor);
final PresentValueSABRSensitivityDataBundle pvcsCalculatorExtra = CMS_CAP_SPREAD.accept(calculatorExtra, sabrBundleCor);
assertEquals("CMS spread: SABR sensitivity Method vs Calculator", pvcsMethodExtra, pvcsCalculatorExtra);
}