// perturb date and get theta
final /*@Time*/ double dT = dc.yearFraction(today.sub(1), today.add(1));
new Settings().setEvaluationDate(today.sub(1));
value_m = option.NPV();
new Settings().setEvaluationDate(today.add(1));
value_p = option.NPV();
new Settings().setEvaluationDate(today);
expected.put("theta", (value_p - value_m)/dT );
// compare
for (final Map.Entry<String, Double> it : calculated.entrySet()) {