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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005 Klaus Spanderen
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
<http://quantlib.org/reference/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.
*/
#ifndef quantlib_test_heston_model_hpp
#define quantlib_test_heston_model_hpp
#include <boost/test/unit_test.hpp>
/* remember to document new and/or updated tests in the Doxygen
comment block of the corresponding class */
class HestonModelTest {
public:
static void testBlackCalibration();
static void testDAXCalibration();
static void testAnalyticVsBlack();
static void testAnalyticVsCached();
static void testMcVsCached();
static void testEngines();
static boost::unit_test_framework::test_suite* suite();
};
#endif
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