### Question:
SabrParametersIborCapletFloorletVolatilities implements SabrIborCapletFloorletVolatilities, ImmutableBean, Serializable { public static SabrParametersIborCapletFloorletVolatilities of( IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters) { return new SabrParametersIborCapletFloorletVolatilities(name, index, valuationDateTime, parameters, null, null, null, null); } private  SabrParametersIborCapletFloorletVolatilities(
      IborCapletFloorletVolatilitiesName name,
      IborIndex index,
      ZonedDateTime valuationDateTime,
      SabrParameters parameters,
      List<DoubleArray> dataSensitivityAlpha,
      List<DoubleArray> dataSensitivityBeta,
      List<DoubleArray> dataSensitivityRho,
      List<DoubleArray> dataSensitivityNu); static SabrParametersIborCapletFloorletVolatilities of(
      IborCapletFloorletVolatilitiesName name,
      IborIndex index,
      ZonedDateTime valuationDateTime,
      SabrParameters parameters); DayCount getDayCount(); @Override Optional<T> findData(MarketDataName<T> name); @Override int getParameterCount(); @Override double getParameter(int parameterIndex); @Override ParameterMetadata getParameterMetadata(int parameterIndex); @Override SabrParametersIborCapletFloorletVolatilities withParameter(int parameterIndex, double newValue); @Override SabrParametersIborCapletFloorletVolatilities withPerturbation(ParameterPerturbation perturbation); @Override double volatility(double expiry, double strike, double forwardRate); @Override ValueDerivatives volatilityAdjoint(double expiry, double strike, double forward); @Override double alpha(double expiry); @Override double beta(double expiry); @Override double rho(double expiry); @Override double nu(double expiry); @Override double shift(double expiry); @Override CurrencyParameterSensitivities parameterSensitivity(PointSensitivities pointSensitivities); @Override double price(double expiry, PutCall putCall, double strike, double forward, double volatility); @Override double priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility); @Override double priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility); @Override double priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility); @Override double priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility); @Override double relativeTime(ZonedDateTime dateTime); static SabrParametersIborCapletFloorletVolatilities.Meta meta(); static SabrParametersIborCapletFloorletVolatilities.Builder builder(); @Override SabrParametersIborCapletFloorletVolatilities.Meta metaBean(); @Override IborCapletFloorletVolatilitiesName getName(); @Override IborIndex getIndex(); @Override ZonedDateTime getValuationDateTime(); SabrParameters getParameters(); Optional<ImmutableList<DoubleArray>> getDataSensitivityAlpha(); Optional<ImmutableList<DoubleArray>> getDataSensitivityBeta(); Optional<ImmutableList<DoubleArray>> getDataSensitivityRho(); Optional<ImmutableList<DoubleArray>> getDataSensitivityNu(); Builder toBuilder(); @Override boolean equals(Object obj); @Override int hashCode(); @Override String toString();  }### Answer:
@Test public void coverage() { SabrParametersIborCapletFloorletVolatilities test1 = SabrParametersIborCapletFloorletVolatilities.of(NAME, EUR_EURIBOR_3M, DATE_TIME, PARAM); coverImmutableBean(test1); SabrParametersIborCapletFloorletVolatilities test2 = SabrParametersIborCapletFloorletVolatilities.of( NAME2, IborIndices.EUR_LIBOR_3M, DATE_TIME.plusDays(1), IborCapletFloorletSabrRateVolatilityDataSet.SABR_PARAM_FLAT); coverBeanEquals(test1, test2); }