@Test
public void testPriceOnly() {
final GreekResultCollection result = MODEL.getGreeks(new EuropeanVanillaOptionDefinition(100, new Expiry(DateUtils.getUTCDate(2010, 1, 1)), true), new StandardOptionDataBundle(null, 0, null, 100,
DateUtils.getUTCDate(2010, 1, 1)), Sets.newHashSet(Greek.FAIR_PRICE, Greek.DELTA, Greek.GAMMA));
assertEquals(result.size(), 1);
assertEquals(result.keySet().iterator().next(), Greek.FAIR_PRICE);
assertEquals(result.values().iterator().next(), 2., 0);
}
private static class DummyModel extends MonteCarloOptionModel<OptionDefinition, StandardOptionDataBundle> {