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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<div class="textblock"><dl class="reflist">
<dt><a class="anchor" id="_test000154"></a>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>
<dt><a class="anchor" id="_test000006"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_american_margrabe_engine.html">AnalyticAmericanMargrabeEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000091"></a>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. </dd>
<dt><a class="anchor" id="_test000111"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_b_s_m_hull_white_engine.html">AnalyticBSMHullWhiteEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000099"></a>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>
<dt><a class="anchor" id="_test000005"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_compound_option_engine.html">AnalyticCompoundOptionEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000105"></a>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>
<dt><a class="anchor" id="_test000106"></a>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>
<dt><a class="anchor" id="_test000086"></a>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>
</dd>
<dt><a class="anchor" id="_test000112"></a>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>
<dt><a class="anchor" id="_test000087"></a>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>
</dd>
<dt><a class="anchor" id="_test000088"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_discrete_geometric_average_strike_asian_engine.html">AnalyticDiscreteGeometricAverageStrikeAsianEngine</a> </dt>
<dd><ul>
<li>the correctness of the returned value is tested by reproducing known good results. </li>
</ul>
</dd>
<dt><a class="anchor" id="_test000113"></a>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>
<dt><a class="anchor" id="_test000114"></a>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>
<dt><a class="anchor" id="_test000007"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_european_margrabe_engine.html">AnalyticEuropeanMargrabeEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000115"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_g_j_r_g_a_r_c_h_engine.html">AnalyticGJRGARCHEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in the Duan et al's 2006 paper. </dd>
<dt><a class="anchor" id="_test000116"></a>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>
<dt><a class="anchor" id="_test000117"></a>Class <a class="el" href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html">AnalyticHestonHullWhiteEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature, testing against QuantLib's analytic Heston and Black-Scholes-Merton Hull-White engine </dd>
<dt><a class="anchor" id="_test000100"></a>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>
<dt><a class="anchor" id="_test000027"></a>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>
<dt><a class="anchor" id="_test000118"></a>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>
<dt><a class="anchor" id="_test000119"></a>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>
<dt><a class="anchor" id="_test000081"></a>Class <a class="el" href="class_quant_lib_1_1_bates_model.html">BatesModel</a> </dt>
<dd>calibration is tested against known values. </dd>
<dt><a class="anchor" id="_test000120"></a>Class <a class="el" href="class_quant_lib_1_1_binomial_vanilla_engine.html">BinomialVanillaEngine< T ></a> </dt>
<dd>the correctness of the returned values is tested by checking it against analytic results. </dd>
<dt><a class="anchor" id="_test000061"></a>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>
<dt><a class="anchor" id="_test000028"></a>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>
<dt><a class="anchor" id="_test000029"></a>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>
<dt><a class="anchor" id="_test000121"></a>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>
<dt><a class="anchor" id="_test000014"></a>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>
<dt><a class="anchor" id="_test000146"></a>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>
<dt><a class="anchor" id="_test000062"></a>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>
<dt><a class="anchor" id="_test000145"></a>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>
<dt><a class="anchor" id="_test000019"></a>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>
<dt><a class="anchor" id="_test000015"></a>Class <a class="el" href="class_quant_lib_1_1_cms_rate_bond.html">CmsRateBond</a> </dt>
<dd>calculations are tested by checking results against cached values. </dd>
<dt><a class="anchor" id="_test000138"></a>Class <a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote< BinaryFunction ></a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
<dt><a class="anchor" id="_test000069"></a>Class <a class="el" href="class_quant_lib_1_1_convergence_statistics.html">ConvergenceStatistics< T, U ></a> </dt>
<dd>results are tested against known good values. </dd>
<dt><a class="anchor" id="_test000045"></a>Class <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html">CovarianceDecomposition</a> </dt>
<dd>cross checked with getCovariance </dd>
<dt><a class="anchor" id="_test000042"></a>Class <a class="el" href="class_quant_lib_1_1_cubic_interpolation.html">CubicInterpolation</a> </dt>
<dd>to be adapted from old ones. </dd>
<dt><a class="anchor" id="_test000033"></a>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>
<dt><a class="anchor" id="_test000153"></a>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>
<dt><a class="anchor" id="_test000139"></a>Class <a class="el" href="class_quant_lib_1_1_derived_quote.html">DerivedQuote< UnaryFunction ></a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
<dt><a class="anchor" id="_test000001"></a>Class <a class="el" href="class_quant_lib_1_1_digital_coupon.html">DigitalCoupon</a> </dt>
<dd><ul>
<li>the correctness of the returned value in case of Asset-or-nothing embedded option is tested by pricing the digital option with Cox-Rubinstein formula.</li>
<li>the correctness of the returned value in case of deep-in-the-money Asset-or-nothing embedded option is tested vs the expected values of coupon and option.</li>
<li>the correctness of the returned value in case of deep-out-of-the-money Asset-or-nothing embedded option is tested vs the expected values of coupon and option.</li>
<li>the correctness of the returned value in case of Cash-or-nothing embedded option is tested by pricing the digital option with Reiner-Rubinstein formula.</li>
<li>the correctness of the returned value in case of deep-in-the-money Cash-or-nothing embedded option is tested vs the expected values of coupon and option.</li>
<li>the correctness of the returned value in case of deep-out-of-the-money Cash-or-nothing embedded option is tested vs the expected values of coupon and option.</li>
<li>the correctness of the returned value is tested checking the correctness of the call-put parity relation.</li>
<li>the correctness of the returned value is tested by the relationship between prices in case of different replication types. </li>
</ul>
</dd>
<dt><a class="anchor" id="_test000075"></a>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>
<dt><a class="anchor" id="_test000076"></a>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>
<dt><a class="anchor" id="_test000003"></a>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>
<dt><a class="anchor" id="_test000002"></a>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>
<dt><a class="anchor" id="_test000035"></a>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>
<dt><a class="anchor" id="_test000063"></a>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>
<dt><a class="anchor" id="_test000052"></a>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>
<dt><a class="anchor" id="_test000095"></a>Class <a class="el" href="class_quant_lib_1_1_fd2d_black_scholes_vanilla_engine.html">Fd2dBlackScholesVanillaEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Kirk approximation. </dd>
<dt><a class="anchor" id="_test000122"></a>Class <a class="el" href="class_quant_lib_1_1_f_d_american_engine.html">FDAmericanEngine< Scheme ></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>
<dt><a class="anchor" id="_test000092"></a>Class <a class="el" href="class_quant_lib_1_1_fd_black_scholes_barrier_engine.html">FdBlackScholesBarrierEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. </dd>
<dt><a class="anchor" id="_test000124"></a>Class <a class="el" href="class_quant_lib_1_1_f_d_dividend_american_engine.html">FDDividendAmericanEngine< Scheme ></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>
<dt><a class="anchor" id="_test000125"></a>Class <a class="el" href="class_quant_lib_1_1_f_d_dividend_european_engine.html">FDDividendEuropeanEngine< Scheme ></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>
<dt><a class="anchor" id="_test000126"></a>Class <a class="el" href="class_quant_lib_1_1_f_d_european_engine.html">FDEuropeanEngine< Scheme ></a> </dt>
<dd>the correctness of the returned value is tested by checking it against analytic results. </dd>
<dt><a class="anchor" id="_test000093"></a>Class <a class="el" href="class_quant_lib_1_1_fd_heston_barrier_engine.html">FdHestonBarrierEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. </dd>
<dt><a class="anchor" id="_test000127"></a>Class <a class="el" href="class_quant_lib_1_1_fd_heston_hull_white_vanilla_engine.html">FdHestonHullWhiteVanillaEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black/Heston pricing. </dd>
<dt><a class="anchor" id="_test000128"></a>Class <a class="el" href="class_quant_lib_1_1_fd_heston_vanilla_engine.html">FdHestonVanillaEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. </dd>
<dt><a class="anchor" id="_test000129"></a>Class <a class="el" href="class_quant_lib_1_1_f_d_shout_engine.html">FDShoutEngine< Scheme ></a> </dt>
<dd>the correctness of the returned greeks is tested by reproducing numerical derivatives. </dd>
<dt><a class="anchor" id="_test000011"></a>Class <a class="el" href="class_quant_lib_1_1_f_f_t_vanilla_engine.html">FFTVanillaEngine</a> </dt>
<dd>the correctness of the returned values is tested by comparison with Black Scholes pricing. </dd>
<dt><a class="anchor" id="_test000012"></a>Class <a class="el" href="class_quant_lib_1_1_f_f_t_variance_gamma_engine.html">FFTVarianceGammaEngine</a> </dt>
<dd>the correctness of the returned values is tested by comparison with known good values and the analytic approach </dd>
<dt><a class="anchor" id="_test000064"></a>Class <a class="el" href="class_quant_lib_1_1_finite_difference_newton_safe.html">FiniteDifferenceNewtonSafe</a> </dt>
<dd>the correctness of the returned values is tested by checking them against known good results. </dd>
<dt><a class="anchor" id="_test000016"></a>Class <a class="el" href="class_quant_lib_1_1_fixed_rate_bond.html">FixedRateBond</a> </dt>
<dd>calculations are tested by checking results against cached values. </dd>
<dt><a class="anchor" id="_test000017"></a>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>
<dt><a class="anchor" id="_test000102"></a>Class <a class="el" href="class_quant_lib_1_1_forward_performance_vanilla_engine.html">ForwardPerformanceVanillaEngine< Engine ></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>
<dt><a class="anchor" id="_test000140"></a>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>
<dt><a class="anchor" id="_test000101"></a>Class <a class="el" href="class_quant_lib_1_1_forward_vanilla_engine.html">ForwardVanillaEngine< Engine ></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>
<dt><a class="anchor" id="_test000030"></a>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>
<dt><a class="anchor" id="_test000037"></a>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>
<dt><a class="anchor" id="_test000038"></a>Class <a class="el" href="class_quant_lib_1_1_gauss_kronrod_adaptive.html">GaussKronrodAdaptive</a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
<dt><a class="anchor" id="_test000036"></a>Class <a class="el" href="class_quant_lib_1_1_general_linear_least_squares.html">GeneralLinearLeastSquares</a> </dt>
<dd>the correctness of the returned values is tested by checking their properties. </dd>
<dt><a class="anchor" id="_test000071"></a>Class <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics< StatisticsType ></a> </dt>
<dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd>
<dt><a class="anchor" id="_test000147"></a>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>
<dt><a class="anchor" id="_test000082"></a>Class <a class="el" href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_model.html">GJRGARCHModel</a> </dt>
<dd>calibration is not implemented for GJR-GARCH </dd>
<dt><a class="anchor" id="_test000053"></a>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>
<dt><a class="anchor" id="_test000083"></a>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>
<dt><a class="anchor" id="_test000084"></a>Class <a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a> </dt>
<dd>calibration results are tested against cached values </dd>
<dt><a class="anchor" id="_test000141"></a>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>
<dt><a class="anchor" id="_test000013"></a>Class <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> </dt>
<dd>observability of class instances is checked. </dd>
<dt><a class="anchor" id="_test000023"></a>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>
<dt><a class="anchor" id="_test000034"></a>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>
<dt><a class="anchor" id="_test000148"></a>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>
<dt><a class="anchor" id="_test000149"></a>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>
<dt><a class="anchor" id="_test000130"></a>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>
<dt><a class="anchor" id="_test000131"></a>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. </dd>
<dt><a class="anchor" id="_test000096"></a>Class <a class="el" href="class_quant_lib_1_1_kirk_engine.html">KirkEngine</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000024"></a>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>
<dt><a class="anchor" id="_test000026"></a>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>
<dt><a class="anchor" id="_test000025"></a>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. </dd>
<dt><a class="anchor" id="_test000008"></a>Class <a class="el" href="class_quant_lib_1_1_longstaff_schwartz_multi_path_pricer.html">LongstaffSchwartzMultiPathPricer</a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000078"></a>Class <a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer< PathType ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000132"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000094"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_barrier_engine.html">MCBarrierEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000133"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_digital_engine.html">MCDigitalEngine< RNG, S ></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>
<dt><a class="anchor" id="_test000089"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_p_engine.html">MCDiscreteArithmeticAPEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000090"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_discrete_geometric_a_p_engine.html">MCDiscreteGeometricAPEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000097"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_european_basket_engine.html">MCEuropeanBasketEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in literature. </dd>
<dt><a class="anchor" id="_test000134"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_european_engine.html">MCEuropeanEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by checking it against analytic results. </dd>
<dt><a class="anchor" id="_test000135"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_european_g_j_r_g_a_r_c_h_engine.html">MCEuropeanGJRGARCHEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000136"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_european_heston_engine.html">MCEuropeanHestonEngine< RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000107"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000009"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_path_engine.html">MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S ></a> </dt>
<dd>the correctness of the returned value is tested by reproducing results available in web/literature </dd>
<dt><a class="anchor" id="_test000103"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine< RNG, S ></a> </dt>
<dd>returned fair variances checked for consistency with implied volatility curve. </dd>
<dt><a class="anchor" id="_test000054"></a>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>
<dt><a class="anchor" id="_test000085"></a>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>
<dt><a class="anchor" id="_test000043"></a>Class <a class="el" href="class_quant_lib_1_1_multi_cubic_spline.html">MultiCubicSpline< i ></a> </dt>
<dd>interpolated values are checked against the original function. </dd>
<dt><a class="anchor" id="_test000079"></a>Class <a class="el" href="class_quant_lib_1_1_multi_path_generator.html">MultiPathGenerator< GSG ></a> </dt>
<dd>the generated paths are checked against cached results </dd>
<dt><a class="anchor" id="_test000065"></a>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>
<dt><a class="anchor" id="_test000066"></a>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>
<dt><a class="anchor" id="_test000031"></a>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>
<dt><a class="anchor" id="_test000077"></a>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>
<dt><a class="anchor" id="_test000080"></a>Class <a class="el" href="class_quant_lib_1_1_path_generator.html">PathGenerator< GSG ></a> </dt>
<dd>the generated paths are checked against cached results </dd>
<dt><a class="anchor" id="_test000156"></a>Class <a class="el" href="class_quant_lib_1_1_period.html">Period</a> </dt>
<dd>self-consistency of algebra is checked. </dd>
<dt><a class="anchor" id="_test000142"></a>Class <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve< Traits, Interpolator, Bootstrap ></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>
<dt><a class="anchor" id="_test000032"></a>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>
<dt><a class="anchor" id="_test000046"></a>Member <a class="el" href="class_quant_lib_1_1_matrix.html#abbbd1fbdec84c274b421380416f9716a">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>
<dt><a class="anchor" id="_test000074"></a>Member <a class="el" href="group__findiff.html#ga99062cef45cec7825cfdf7b0f8e1344c">QuantLib::BSMTermOperator</a> </dt>
<dd>coefficients are tested against constant BSM operator </dd>
<dt><a class="anchor" id="_test000108"></a>Class <a class="el" href="class_quant_lib_1_1_quanto_engine.html">QuantoEngine< Instr, Engine ></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>
<dt><a class="anchor" id="_test000137"></a>Class <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> </dt>
<dd>the observability of class instances is tested. </dd>
<dt><a class="anchor" id="_test000055"></a>Class <a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html">RandomizedLDS< LDS, PRS ></a> </dt>
<dd>correct initialization is tested. </dd>
<dt><a class="anchor" id="_test000104"></a>Class <a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a> </dt>
<dd>returned variances verified against results from literature </dd>
<dt><a class="anchor" id="_test000067"></a>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>
<dt><a class="anchor" id="_test000060"></a>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>
<dt><a class="anchor" id="_test000068"></a>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>
<dt><a class="anchor" id="_test000058"></a>Class <a class="el" href="class_quant_lib_1_1_seed_generator.html">SeedGenerator</a> </dt>
<dd>correct initialization of the single instance is tested. </dd>
<dt><a class="anchor" id="_test000039"></a>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>
<dt><a class="anchor" id="_test000155"></a>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>
<dt><a class="anchor" id="_test000040"></a>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>
<dt><a class="anchor" id="_test000059"></a>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>
<dt><a class="anchor" id="_test000098"></a>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>
<dt><a class="anchor" id="_test000047"></a>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>
<dt><a class="anchor" id="_test000021"></a>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>
</dd>
<dt><a class="anchor" id="_test000048"></a>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>
<dt><a class="anchor" id="_test000150"></a>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>
<dt><a class="anchor" id="_test000051"></a>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>
<dt><a class="anchor" id="_test000041"></a>Class <a class="el" href="class_quant_lib_1_1_trapezoid_integral.html">TrapezoidIntegral< IntegrationPolicy ></a> </dt>
<dd>the correctness of the result is tested by checking it against known good values. </dd>
<dt><a class="anchor" id="_test000110"></a>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>
<dt><a class="anchor" id="_test000109"></a>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>
<dt><a class="anchor" id="_test000151"></a>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>
<dt><a class="anchor" id="_test000152"></a>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>
<dt><a class="anchor" id="_test000004"></a>Class <a class="el" href="class_quant_lib_1_1_unit_of_measure_conversion_manager.html">UnitOfMeasureConversionManager</a> </dt>
<dd>lookup of direct unit of measure conversion is tested. </dd>
<dt><a class="anchor" id="_test000022"></a>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>
<dt><a class="anchor" id="_test000010"></a>Class <a class="el" href="class_quant_lib_1_1_variance_gamma_engine.html">VarianceGammaEngine</a> </dt>
<dd>the correctness of the returned values is tested by checking it against known good results. </dd>
<dt><a class="anchor" id="_test000144"></a>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>
<dt><a class="anchor" id="_test000020"></a>Class <a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html">YoYInflationCapFloor</a> </dt>
<dd><ul>
<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 value is tested by checking it against a known good value. </li>
</ul>
</dd>
<dt><a class="anchor" id="_test000018"></a>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>
<dt><a class="anchor" id="_test000143"></a>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>
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