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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005 StatPro Italia 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
<http://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.
*/
#include "array.hpp"
#include "utilities.hpp"
#include <ql/math/array.hpp>
#include <ql/utilities/dataformatters.hpp>
using namespace QuantLib;
using namespace boost::unit_test_framework;
class FSquared : std::unary_function<Real,Real> {
public:
Real operator()(Real x) const { return x*x; }
};
void ArrayTest::testConstruction() {
BOOST_MESSAGE("Testing array construction...");
// empty array
Array a1;
if (!a1.empty())
BOOST_ERROR("default-initialized array is not empty "
"(size = " << a1.size() << ")");
// sized array
Size size = 5;
Array a2(size);
if (a2.size() != size)
BOOST_ERROR("array not of the required size"
<< "\n required: " << size
<< "\n resulting: " << a2.size());
// sized array, constant values
Real value = 42.0;
Array a3(size, value);
if (a3.size() != size)
BOOST_ERROR("array not of the required size"
<< "\n required: " << size
<< "\n resulting: " << a3.size());
Size i;
for (i=0; i<size; i++) {
if (a3[i] != value)
BOOST_ERROR(io::ordinal(i) << " element not with required value"
<< "\n required: " << value
<< "\n resulting: " << a3[i]);
}
// sized array, incremental values
Real increment = 3.0;
Array a4(size, value, increment);
if (a4.size() != size)
BOOST_ERROR("array not of the required size"
<< "\n required: " << size
<< "\n resulting: " << a4.size());
for (i=0; i<size; i++) {
if (a4[i] != value + i*increment)
BOOST_ERROR(io::ordinal(i) << " element not with required value"
<< "\n required: " << value + i*increment
<< "\n resulting: " << a4[i]);
}
// copy constructor
Array a5(a1);
if (a5.size() != a1.size())
BOOST_ERROR("copy not of the same size as original"
<< "\n original: " << a1.size()
<< "\n copy: " << a5.size());
Array a6(a3);
if (a6.size() != a3.size())
BOOST_ERROR("copy not of the same size as original"
<< "\n original: " << a3.size()
<< "\n copy: " << a6.size());
for (i=0; i<a3.size(); i++) {
if (a6[i] != a3[i])
BOOST_ERROR(io::ordinal(i) << " element of copy "
"not with same value as original"
<< "\n original: " << a3[i]
<< "\n copy: " << a6[i]);
}
// creation of disposable array
Array temp1(size, value);
Disposable<Array> temp2(temp1);
if (temp2.size() != size || !temp1.empty())
BOOST_ERROR("array not correctly moved into disposable array"
<< "\n original size of source: " << size
<< "\n current size of source: " << temp1.size()
<< "\n current size of target: " << temp2.size());
for (i=0; i<size; i++) {
if (temp2[i] != value)
BOOST_ERROR(io::ordinal(i) << " element of disposable "
"not moved correctly"
<< "\n required: " << value
<< "\n resulting: " << temp2[i]);
}
// copy constructor from disposable
Array a7(temp2);
if (a7.size() != size || !temp2.empty())
BOOST_ERROR("disposable array not correctly moved into array"
<< "\n original size of source: " << size
<< "\n current size of source: " << temp2.size()
<< "\n current size of target: " << a7.size());
for (i=0; i<size; i++) {
if (a7[i] != value)
BOOST_ERROR(io::ordinal(i) << " element not moved correctly"
<< "\n required: " << value
<< "\n resulting: " << a7[i]);
}
// assignment
Array a8;
a8 = a7;
if (a8.size() != a7.size())
BOOST_ERROR("copy not of the same size as original"
<< "\n original: " << a7.size()
<< "\n copy: " << a8.size());
for (i=0; i<a7.size(); i++) {
if (a8[i] != a7[i])
BOOST_ERROR(io::ordinal(i) << " element of copy "
"not with same value as original"
<< "\n original: " << a7[i]
<< "\n copy: " << a8[i]);
}
// assignment from disposable
Array temp3(size, value);
Disposable<Array> temp4(temp3);
Array a9;
a9 = temp4;
if (a9.size() != size || !temp4.empty())
BOOST_ERROR("disposable array not correctly moved into array"
<< "\n original size of source: " << size
<< "\n current size of source: " << temp4.size()
<< "\n current size of target: " << a9.size());
for (i=0; i<size; i++) {
if (a9[i] != value)
BOOST_ERROR(io::ordinal(i) << " element not moved correctly"
<< "\n required: " << value
<< "\n resulting: " << a9[i]);
}
// transform
Array a10(5);
for (i=0; i < a10.size(); i++) {
a10[i] = i;
}
FSquared f2;
std::transform(a10.begin(), a10.end(), a10.begin(), FSquared());
for (i=0; i < a10.size(); i++) {
Real calculated = f2(static_cast<Real>(i));
if (std::fabs(a10[i] - calculated) >= 1e-5) {
BOOST_ERROR("Array transform test failed " << a10[i] << " "
<< calculated);
}
}
}
test_suite* ArrayTest::suite() {
test_suite* suite = BOOST_TEST_SUITE("array tests");
suite->add(BOOST_TEST_CASE(&ArrayTest::testConstruction));
return suite;
}
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