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=begin
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
=end
# $Id: random_generators.rb,v 1.6 2002/01/16 15:17:06 nando Exp $
require 'QuantLib'
require 'runit/testcase'
require 'runit/cui/testrunner'
class RNGTest < RUNIT::TestCase
def name
"Testing random number generators..."
end
def test
seed = 576919
samples = 1000000
[QuantLib::UniformRandomGenerator,
QuantLib::GaussianRandomGenerator].each { |rng|
rn = rng.new(seed)
s = QuantLib::Statistics.new
samples.times { s.add(rn.next.value) }
# add some meaningful test here
}
end
end
if $0 == __FILE__
RUNIT::CUI::TestRunner.run(RNGTest.suite)
end
|
