1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66
|
"""
Copyright (C) 2000, 2001, 2002, 2003 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
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
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.
"""
import QuantLib as ql
import unittest
flag = None
def raiseFlag():
global flag
flag = 1
class InstrumentTest(unittest.TestCase):
def testObservable(self):
"Testing observability of stocks"
global flag
flag = None
me1 = ql.SimpleQuote(0.0)
h = ql.RelinkableQuoteHandle(me1)
s = ql.Stock(h)
s.NPV()
obs = ql.Observer(raiseFlag)
obs.registerWith(s)
me1.setValue(3.14)
if not flag:
self.fail("Observer was not notified of instrument change")
s.NPV()
flag = None
me2 = ql.SimpleQuote(0.0)
h.linkTo(me2)
if not flag:
self.fail("Observer was not notified of instrument change")
s.NPV()
flag = None
s.freeze()
me2.setValue(2.71)
if flag:
self.fail("Observer was notified of frozen instrument change")
s.unfreeze()
if not flag:
self.fail("Observer was not notified of instrument change")
if __name__ == "__main__":
print("testing QuantLib", ql.__version__)
unittest.main(verbosity=2)
|