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<h1><a class="anchor" name="test">Test Suite</a></h1><a class="anchor" name="_test000012"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_actual_actual.html">ActualActual</a> </dt>
<dd>the correctness of the results is checked against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000065"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_barrier_engine.html">AnalyticBarrierEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature.<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000069"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_cliquet_engine.html">AnalyticCliquetEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000075"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_continuous_fixed_lookback_engine.html">AnalyticContinuousFixedLookbackEngine</a> </dt>
<dd>returned values are verified against results from literature </dd>
</dl>
<p>
<a class="anchor" name="_test000076"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine.html">AnalyticContinuousFloatingLookbackEngine</a> </dt>
<dd>returned values verified against results from literature </dd>
</dl>
<p>
<a class="anchor" name="_test000061"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_continuous_geometric_average_price_asian_engine.html">AnalyticContinuousGeometricAveragePriceAsianEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature, and results obtained using a discrete average approximation.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives.</li></ul>
<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000081"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_digital_american_engine.html">AnalyticDigitalAmericanEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value in case of cash-or-nothing at-hit digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned value in case of asset-or-nothing at-hit digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned value in case of cash-or-nothing at-expiry digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned value in case of asset-or-nothing at-expiry digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks in case of cash-or-nothing at-hit digital payoff is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000062"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_discrete_geometric_average_price_asian_engine.html">AnalyticDiscreteGeometricAveragePriceAsianEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the available greeks is tested against numerical calculations.</li></ul>
<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000082"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_dividend_european_engine.html">AnalyticDividendEuropeanEngine</a> </dt>
<dd>the correctness of the returned greeks is tested by reproducing numerical derivatives. </dd>
</dl>
<p>
<a class="anchor" name="_test000083"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_european_engine.html">AnalyticEuropeanEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives.</li><li>the correctness of the returned implied volatility is tested by using it for reproducing the target value.</li><li>the implied-volatility calculation is tested by checking that it does not modify the option.</li><li>the correctness of the returned value in case of cash-or-nothing digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned value in case of asset-or-nothing digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned value in case of gap digital payoff is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks in case of cash-or-nothing digital payoff is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000084"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_heston_engine.html">AnalyticHestonEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. </dd>
</dl>
<p>
<a class="anchor" name="_test000070"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_analytic_performance_engine.html">AnalyticPerformanceEngine</a> </dt>
<dd>the correctness of the returned greeks is tested by reproducing numerical derivatives. </dd>
</dl>
<p>
<a class="anchor" name="_test000028"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_array.html">Array</a> </dt>
<dd>construction of arrays is checked in a number of cases </dd>
</dl>
<p>
<a class="anchor" name="_test000085"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_barone_adesi_whaley_approximation_engine.html">BaroneAdesiWhaleyApproximationEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000086"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bates_engine.html">BatesEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature, testing against QuantLib's jump diffusion engine and comparison with Black pricing. </dd>
</dl>
<p>
<a class="anchor" name="_test000115"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bates_model.html">BatesModel</a> </dt>
<dd>calibration is tested against known values. </dd>
</dl>
<p>
<a class="anchor" name="_test000087"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_binomial_vanilla_engine.html">BinomialVanillaEngine</a> </dt>
<dd>the correctness of the returned value is tested by checking it against analytic results. </dd>
</dl>
<p>
<a class="anchor" name="_test000117"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bisection.html">Bisection</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000029"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_dr78.html">BivariateCumulativeNormalDistributionDr78</a> </dt>
<dd>the correctness of the returned value is tested by checking it against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000030"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_we04_d_p.html">BivariateCumulativeNormalDistributionWe04DP</a> </dt>
<dd>the correctness of the returned value is tested by checking it against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000088"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bjerksund_stensland_approximation_engine.html">BjerksundStenslandApproximationEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000020"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> </dt>
<dd><ul>
<li>price/yield calculations are cross-checked for consistency.</li><li>price/yield calculations are checked against known good values. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000002"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_brazil.html">Brazil</a> </dt>
<dd>the correctness of the returned results is tested against a list of known holidays. </dd>
</dl>
<p>
<a class="anchor" name="_test000118"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_brent.html">Brent</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000001"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </dt>
<dd>the methods for adding and removing holidays are tested by inspecting the calendar before and after their invocation. </dd>
</dl>
<p>
<a class="anchor" name="_test000021"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by checking that the price of a cap (resp. floor) decreases (resp. increases) with the strike rate.</li><li>the relationship between the values of caps, floors and the resulting collars is checked.</li><li>the put-call parity between the values of caps, floors and swaps is checked.</li><li>the correctness of the returned implied volatility is tested by using it for reproducing the target value.</li><li>the correctness of the returned value is tested by checking it against a known good value. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000104"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote</a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000124"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_compound_forward.html">CompoundForward</a> </dt>
<dd><ul>
<li>the correctness of the curve is tested by reproducing the input data.</li><li>the correctness of the curve is tested by checking the consistency between returned rates and swaps priced on the curve.</li></ul>
<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000031"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_convergence_statistics.html">ConvergenceStatistics</a> </dt>
<dd>results are tested against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000057"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html">CovarianceDecomposition</a> </dt>
<dd>cross checked with getCovariance </dd>
</dl>
<p>
<a class="anchor" name="_test000032"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_cubic_spline.html">CubicSpline</a> </dt>
<dd>the correctness of the returned values is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000041"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_cumulative_poisson_distribution.html">CumulativePoissonDistribution</a> </dt>
<dd>the correctness of the returned value is tested by checking it against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000011"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </dt>
<dd>self-consistency of dates, serial numbers, days of month, months, and weekdays is checked over the whole date range. </dd>
</dl>
<p>
<a class="anchor" name="_test000103"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_derived_quote.html">DerivedQuote</a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000016"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_d_plus_d_minus.html">DPlusDMinus</a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000017"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_d_zero.html">DZero</a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000014"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a> </dt>
<dd>application of direct and derived exchange rate is tested against calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000010"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html">ExchangeRateManager</a> </dt>
<dd>lookup of direct, triangulated, and derived exchange rates is tested. </dd>
</dl>
<p>
<a class="anchor" name="_test000033"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_factorial.html">Factorial</a> </dt>
<dd>the correctness of the returned value is tested by checking it against numerical calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000119"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_false_position.html">FalsePosition</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000105"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_faure_rsg.html">FaureRsg</a> </dt>
<dd>the correctness of the returned values is tested by reproducing known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000092"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_f_d_european_engine.html">FDEuropeanEngine</a> </dt>
<dd>the correctness of the returned value is tested by checking it against analytic results. </dd>
</dl>
<p>
<a class="anchor" name="_test000022"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_fixed_coupon_bond.html">FixedCouponBond</a> </dt>
<dd>calculations are tested by checking results against cached values. </dd>
</dl>
<p>
<a class="anchor" name="_test000023"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_floating_rate_bond.html">FloatingRateBond</a> </dt>
<dd>calculations are tested by checking results against cached values. </dd>
</dl>
<p>
<a class="anchor" name="_test000071"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_forward_engine.html">ForwardEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000072"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_forward_performance_engine.html">ForwardPerformanceEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000125"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_forward_spreaded_term_structure.html">ForwardSpreadedTermStructure</a> </dt>
<dd><ul>
<li>the correctness of the returned values is tested by checking them against numerical calculations.</li><li>observability against changes in the underlying term structure and in the added spread is checked. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000034"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_gamma_function.html">GammaFunction</a> </dt>
<dd>the correctness of the returned value is tested by checking it against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000035"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_gaussian_quadrature.html">GaussianQuadrature</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000047"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000003"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_germany.html">Germany</a> </dt>
<dd>the correctness of the returned results is tested against a list of known holidays. </dd>
</dl>
<p>
<a class="anchor" name="_test000106"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_halton_rsg.html">HaltonRsg</a> </dt>
<dd><ul>
<li>the correctness of the returned values is tested by reproducing known good values.</li><li>the correctness of the returned values is tested by checking their discrepancy against known good values. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000116"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_heston_model.html">HestonModel</a> </dt>
<dd>calibration is tested against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000114"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a> </dt>
<dd>calibration results are tested against cached values<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000126"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_implied_term_structure.html">ImpliedTermStructure</a> </dt>
<dd><ul>
<li>the correctness of the returned values is tested by checking them against numerical calculations.</li><li>observability against changes in the underlying term structure is checked. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000009"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_in_arrear_indexed_coupon.html">InArrearIndexedCoupon</a> </dt>
<dd>The class is tested by comparing the value of an in-arrear swap against a known good value. </dd>
</dl>
<p>
<a class="anchor" name="_test000019"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> </dt>
<dd>observability of class instances is checked. </dd>
</dl>
<p>
<a class="anchor" name="_test000027"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> </dt>
<dd>Converted rates are checked against known good results </dd>
</dl>
<p>
<a class="anchor" name="_test000042"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a> </dt>
<dd>the correctness of the returned value is tested by checking it against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000004"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_italy.html">Italy</a> </dt>
<dd>the correctness of the returned results is tested against a list of known holidays. </dd>
</dl>
<p>
<a class="anchor" name="_test000005"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_joint_calendar.html">JointCalendar</a> </dt>
<dd>the correctness of the returned results is tested by reproducing the calculations. </dd>
</dl>
<p>
<a class="anchor" name="_test000094"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_jump_diffusion_engine.html">JumpDiffusionEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000095"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_ju_quadratic_approximation_engine.html">JuQuadraticApproximationEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature.<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000036"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_kronrod_integral.html">KronrodIntegral</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000100"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_lfm_hull_white_parameterization.html">LfmHullWhiteParameterization</a> </dt>
<dd>the correctness is tested by Monte-Carlo reproduction of caplet & ratchet npvs and comparison with Black pricing. </dd>
</dl>
<p>
<a class="anchor" name="_test000113"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_libor_forward_model.html">LiborForwardModel</a> </dt>
<dd>the correctness is tested using Monte-Carlo Simulation to reproduce swaption npvs, model calibration and exact cap pricing </dd>
</dl>
<p>
<a class="anchor" name="_test000101"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html">LiborForwardModelProcess</a> </dt>
<dd>the correctness is tested by Monte-Carlo reproduction of caplet & ratchet NPVs and comparison with Black pricing.<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000037"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_linear_least_squares_regression.html">LinearLeastSquaresRegression</a> </dt>
<dd>the correctness of the returned values is tested by checking their properties. </dd>
</dl>
<p>
<a class="anchor" name="_test000058"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
</dl>
<p>
<a class="anchor" name="_test000043"></a> <dl>
<dt>Member <a class="el" href="class_quant_lib_1_1_matrix.html#bbbd1fbdec84c274b421380416f9716a">pseudoSqrt</a> </dt>
<dd><ul>
<li>the correctness of the results is tested by reproducing known good data.</li><li>the correctness of the results is tested by checking returned values against numerical calculations. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000096"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
</dl>
<p>
<a class="anchor" name="_test000066"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_barrier_engine.html">MCBarrierEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000067"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_basket_engine.html">MCBasketEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000097"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_digital_engine.html">MCDigitalEngine</a> </dt>
<dd>the correctness of the returned value in case of cash-or-nothing at-hit digital payoff is tested by reproducing known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000063"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_p_engine.html">MCDiscreteArithmeticAPEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000064"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_discrete_geometric_a_p_engine.html">MCDiscreteGeometricAPEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000098"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_european_engine.html">MCEuropeanEngine</a> </dt>
<dd>the correctness of the returned value is tested by checking it against analytic results. </dd>
</dl>
<p>
<a class="anchor" name="_test000099"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_european_heston_engine.html">MCEuropeanHestonEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
</dl>
<p>
<a class="anchor" name="_test000077"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
</dl>
<p>
<a class="anchor" name="_test000073"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a> </dt>
<dd>returned fair variances checked for consistency with implied volatility curve. </dd>
</dl>
<p>
<a class="anchor" name="_test000107"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000055"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_money.html">Money</a> </dt>
<dd>money arithmetic is tested with and without currency conversions. </dd>
</dl>
<p>
<a class="anchor" name="_test000038"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_multi_cubic_spline.html">MultiCubicSpline</a> </dt>
<dd>interpolated values are checked against the original function.<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000059"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_multi_path_generator.html">MultiPathGenerator</a> </dt>
<dd>the generated paths are checked against cached results </dd>
</dl>
<p>
<a class="anchor" name="_test000120"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_newton.html">Newton</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000121"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_newton_safe.html">NewtonSafe</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000039"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_normal_distribution.html">NormalDistribution</a> </dt>
<dd>the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the CumulativeNormalDistribution and InverseCumulativeNormal classes. </dd>
</dl>
<p>
<a class="anchor" name="_test000018"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_operator_factory.html">OperatorFactory</a> </dt>
<dd>coefficients are tested against constant BSM operator </dd>
</dl>
<p>
<a class="anchor" name="_test000060"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_path_generator.html">PathGenerator</a> </dt>
<dd>the generated paths are checked against cached results </dd>
</dl>
<p>
<a class="anchor" name="_test000127"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a> </dt>
<dd><ul>
<li>the correctness of the returned values is tested by checking them against the original inputs.</li><li>the observability of the term structure is tested. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000040"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_poisson_distribution.html">PoissonDistribution</a> </dt>
<dd>the correctness of the returned value is tested by checking it against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000078"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_quanto_engine.html">QuantoEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000102"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> </dt>
<dd>the observability of class instances is tested. </dd>
</dl>
<p>
<a class="anchor" name="_test000108"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html">RandomizedLDS</a> </dt>
<dd>correct initialization is tested. </dd>
</dl>
<p>
<a class="anchor" name="_test000074"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a> </dt>
<dd>returned fair variances verified against results from literature </dd>
</dl>
<p>
<a class="anchor" name="_test000122"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_ridder.html">Ridder</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000045"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000123"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_secant.html">Secant</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
</dl>
<p>
<a class="anchor" name="_test000111"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_seed_generator.html">SeedGenerator</a> </dt>
<dd>correct initializaion of the single instance is tested. </dd>
</dl>
<p>
<a class="anchor" name="_test000046"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_segment_integral.html">SegmentIntegral</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000013"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_simple_day_counter.html">SimpleDayCounter</a> </dt>
<dd>the correctness of the results is checked against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000049"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_simpson_integral.html">SimpsonIntegral</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000112"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_sobol_rsg.html">SobolRsg</a> </dt>
<dd><ul>
<li>the correctness of the returned values is tested by reproducing known good values.</li><li>the correctness of the returned values is tested by checking their discrepancy against known good values. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000068"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_stulz_engine.html">StulzEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
</dl>
<p>
<a class="anchor" name="_test000051"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_s_v_d.html">SVD</a> </dt>
<dd>the correctness of the returned values is tested by checking their properties. </dd>
</dl>
<p>
<a class="anchor" name="_test000024"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_swaption.html">Swaption</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by checking that the price of a payer (resp. receiver) swaption decreases (resp. increases) with the strike.</li><li>the correctness of the returned value is tested by checking that the price of a payer (resp. receiver) swaption increases (resp. decreases) with the spread.</li><li>the correctness of the returned value is tested by checking it against that of a swaption on a swap with no spread and a correspondingly adjusted fixed rate.</li><li>the correctness of the returned value is tested by checking it against a known good value.</li><li>the correctness of the returned value of cash settled swaptions is tested by checking the modified annuity against a value calculated without using the Swaption class.</li></ul>
<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000052"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html">SymmetricSchurDecomposition</a> </dt>
<dd>the correctness of the returned values is tested by checking their properties. </dd>
</dl>
<p>
<a class="anchor" name="_test000006"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_t_a_r_g_e_t.html">TARGET</a> </dt>
<dd>the correctness of the returned results is tested against a list of known holidays. </dd>
</dl>
<p>
<a class="anchor" name="_test000053"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_tqr_eigen_decomposition.html">TqrEigenDecomposition</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000054"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_trapezoid_integral.html">TrapezoidIntegral</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
</dl>
<p>
<a class="anchor" name="_test000080"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_tree_swaption_engine.html">TreeSwaptionEngine</a> </dt>
<dd>calculations are checked against cached results </dd>
</dl>
<p>
<a class="anchor" name="_test000079"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_tree_vanilla_swap_engine.html">TreeVanillaSwapEngine</a> </dt>
<dd>calculations are checked against known good results </dd>
</dl>
<p>
<a class="anchor" name="_test000007"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_united_kingdom.html">UnitedKingdom</a> </dt>
<dd>the correctness of the returned results is tested against a list of known holidays. </dd>
</dl>
<p>
<a class="anchor" name="_test000008"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_united_states.html">UnitedStates</a> </dt>
<dd>the correctness of the returned results is tested against a list of known holidays. </dd>
</dl>
<p>
<a class="anchor" name="_test000025"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by checking that the price of a swap paying the fair fixed rate is null.</li><li>the correctness of the returned value is tested by checking that the price of a swap receiving the fair floating-rate spread is null.</li><li>the correctness of the returned value is tested by checking that the price of a swap decreases with the paid fixed rate.</li><li>the correctness of the returned value is tested by checking that the price of a swap increases with the received floating-rate spread.</li><li>the correctness of the returned value is tested by checking it against a known good value. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000129"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> </dt>
<dd>observability against evaluation date changes is checked. </dd>
</dl>
<p>
<a class="anchor" name="_test000026"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_zero_coupon_bond.html">ZeroCouponBond</a> </dt>
<dd>calculations are tested by checking results against cached values. </dd>
</dl>
<p>
<a class="anchor" name="_test000128"></a> <dl>
<dt>Class <a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html">ZeroSpreadedTermStructure</a> </dt>
<dd><ul>
<li>the correctness of the returned values is tested by checking them against numerical calculations.</li><li>observability against changes in the underlying term structure and in the added spread is checked. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000089"></a> <dl>
<dt>Member <a class="el" href="group__vanillaengines.html#gc71ea868d4aa32c62db60ebf89c850b4">FDAmericanEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing results available in literature.</li><li>the correctness of the returned greeks is tested by reproducing numerical derivatives. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000090"></a> <dl>
<dt>Member <a class="el" href="group__vanillaengines.html#gfc82d0d231a73231fb975da19438019e">FDDividendAmericanEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned greeks is tested by reproducing numerical derivatives.</li><li>the invariance of the results upon addition of null dividends is tested.</li></ul>
<p>
</dd>
</dl>
<p>
<a class="anchor" name="_test000091"></a> <dl>
<dt>Member <a class="el" href="group__vanillaengines.html#g334ef6df98f62dc8421dee91ef65d351">FDDividendEuropeanEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned greeks is tested by reproducing numerical derivatives.</li><li>the invariance of the results upon addition of null dividends is tested. </li></ul>
</dd>
</dl>
<p>
<a class="anchor" name="_test000093"></a> <dl>
<dt>Member <a class="el" href="group__vanillaengines.html#g69a570dc7b14b7cca1669a500fc54a13">FDShoutEngine</a> </dt>
<dd>the correctness of the returned greeks is tested by reproducing numerical derivatives. </dd>
</dl>
<p>
<a class="anchor" name="_test000015"></a> <dl>
<dt>Member <a class="el" href="group__findiff.html#g99062cef45cec7825cfdf7b0f8e1344c">BSMTermOperator</a> </dt>
<dd>coefficients are tested against constant BSM operator </dd>
</dl>
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