MODEL.getDiscountBondFunction(START, MATURITY).evaluate((HullWhiteOneFactorDataBundle) null);
}
@Test
public void test() {
HullWhiteOneFactorDataBundle data = new HullWhiteOneFactorDataBundle(R, SIGMA, TODAY, SPEED);
assertEquals(MODEL.getDiscountBondFunction(START, START).evaluate(data), 1, EPS);
data = new HullWhiteOneFactorDataBundle(R, new VolatilityCurve(ConstantDoublesCurve.from(0)), TODAY, SPEED);
assertEquals(Math.log(MODEL.getDiscountBondFunction(START, MATURITY).evaluate(data)), -RATE * YEARS, EPS);
data = new HullWhiteOneFactorDataBundle(R, SIGMA, TODAY, 200);
assertEquals(Math.log(MODEL.getDiscountBondFunction(START, MATURITY).evaluate(data)), -RATE * YEARS, EPS);
}