}
@Test
public void test() {
OptionDefinition call = new EuropeanVanillaOptionDefinition(80, EXPIRY1, true);
BatesGeneralizedJumpDiffusionModelDataBundle data = new BatesGeneralizedJumpDiffusionModelDataBundle(CURVE, B, SURFACE, SPOT, DATE, 0., -0.04, 0.);
assertEquals(BSM.getPricingFunction(call).evaluate(data), MODEL.getPricingFunction(call).evaluate(data), EPS2);
call = new EuropeanVanillaOptionDefinition(80, EXPIRY1, true);
data = data.withLambda(1.).withDelta(0.1);
assertEquals(20.67, MODEL.getPricingFunction(call).evaluate(data), EPS1);
call = new EuropeanVanillaOptionDefinition(90, EXPIRY2, true);
data = data.withLambda(5.);
assertEquals(14.13, MODEL.getPricingFunction(call).evaluate(data), EPS1);
call = new EuropeanVanillaOptionDefinition(100, EXPIRY3, true);
data = data.withLambda(10.);
assertEquals(13.62, MODEL.getPricingFunction(call).evaluate(data), EPS1);
data = data.withDelta(0.25);
data = data.withLambda(1.);
call = new EuropeanVanillaOptionDefinition(90, EXPIRY1, true);
assertEquals(11.57, MODEL.getPricingFunction(call).evaluate(data), EPS1);
call = new EuropeanVanillaOptionDefinition(100, EXPIRY2, true);
data = data.withLambda(5.);
assertEquals(12.25, MODEL.getPricingFunction(call).evaluate(data), EPS1);
call = new EuropeanVanillaOptionDefinition(110, EXPIRY3, true);
data = data.withLambda(10.);
assertEquals(20.43, MODEL.getPricingFunction(call).evaluate(data), EPS1);
data = data.withDelta(0.5);
data = data.withLambda(1.);
call = new EuropeanVanillaOptionDefinition(100, EXPIRY1, true);
assertEquals(5.18, MODEL.getPricingFunction(call).evaluate(data), EPS1);
call = new EuropeanVanillaOptionDefinition(110, EXPIRY2, true);
data = data.withLambda(5.);
assertEquals(16.52, MODEL.getPricingFunction(call).evaluate(data), EPS1);
call = new EuropeanVanillaOptionDefinition(120, EXPIRY3, true);
data = data.withLambda(10.);
assertEquals(37.03, MODEL.getPricingFunction(call).evaluate(data), EPS1);
}