Examples of com.opengamma.analytics.financial.greeks.GreekResultCollection.values()

  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> {


    public DummyModel(final int n, final int steps, final StochasticProcess<OptionDefinition, StandardOptionDataBundle> process, final RandomNumberGenerator generator) {

    final EuropeanVanillaOptionDefinition put = new EuropeanVanillaOptionDefinition(strike, expiry, false);
    final StandardOptionDataBundle data = new StandardOptionDataBundle(YieldCurve.from(ConstantDoublesCurve.from(r)), b, new VolatilitySurface(ConstantDoublesSurface.from(sigma)), spot, DATE);
    final GreekResultCollection callResult = MODEL.getGreeks(call, data, greeks);
    final GreekResultCollection putResult = MODEL.getGreeks(put, data, greeks);
    final Double c = callResult.values().iterator().next();
    final Double p = putResult.values().iterator().next();
    final double t = call.getTimeToExpiry(DATE);
    assertEquals(c, p + spot * Math.exp(t * (b - r)) - strike * Math.exp(-r * t), EPS);
  }
}

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