Examples of VectorRootFinder

Examples of com.opengamma.analytics.math.rootfinding.VectorRootFinder

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  }

  @Test
  public void testOnSmileySurface() {
    final double forward = FORWARD_CURVE.getForward(expiry5);
    final VectorRootFinder testSolver = new BroydenVectorRootFinder(1.0e-6, 1.0e-6, 50000);
    final double vol1 = STRIKE_VOLSURFACE.getVolatility(expiry5, 40);
    final double vol2 = STRIKE_VOLSURFACE.getVolatility(expiry5, 41);
    final DisplacedDiffusionModel logBlack = new DisplacedDiffusionModel(forward, expiry5, 40, vol1, 41, vol2, 0.26, 0.01, testSolver);

    //TODO really - more magic numbers
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