public void presentValueSABRSensitivity() {
// Swaption sensitivity
final PresentValueSABRSensitivityDataBundle pvsLongPayer = METHOD_SWPT_SABR.presentValueSABRSensitivity(SWAPTION_LONG_PAYER, SABR_MULTICURVES);
PresentValueSABRSensitivityDataBundle pvsShortPayer = METHOD_SWPT_SABR.presentValueSABRSensitivity(SWAPTION_SHORT_PAYER, SABR_MULTICURVES);
// Long/short parity
pvsShortPayer = pvsShortPayer.multiplyBy(-1.0);
assertEquals("SwaptionPhysicalFixedIborSABRMethod: presentValueSABRSensitivity", pvsLongPayer.getAlpha(), pvsShortPayer.getAlpha());
// SABR sensitivity vs finite difference
final double pvLongPayer = METHOD_SWPT_SABR.presentValue(SWAPTION_LONG_PAYER, SABR_MULTICURVES).getAmount(EUR);
final double shift = 1.0E-8;
final DoublesPair expectedExpiryTenor = new DoublesPair(SWAPTION_LONG_PAYER.getTimeToExpiry(), ANNUITY_TENOR_YEAR);