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
|
/* -*- 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 "surface.hpp"
#include "utilities.hpp"
#include <ql/math/surface.hpp>
#include <ql/math/domain.hpp>
using namespace QuantLib;
using namespace boost::unit_test_framework;
void SurfaceTest::testOutput() {
BOOST_MESSAGE("Testing surface...");
Real tolerance = 1e-5;
TestSurface st;
Real out = st(0, 0);
Real expected = 0.0;
if (std::fabs(out - expected) > tolerance)
BOOST_FAIL("test surface incorrect value");
RectangularDomain rect(0.0, 0.0, 1.0, 1.0);
if (!rect.includes(0.5, 0.5))
BOOST_FAIL("RectangularDomain fails 0.5 0.5");
if (rect.includes(1.5, 0.5))
BOOST_FAIL("RectangularDomain fails 1.5 0.5");
}
test_suite* SurfaceTest::suite() {
test_suite* suite = BOOST_TEST_SUITE("Surface tests");
suite->add(BOOST_TEST_CASE(&SurfaceTest::testOutput));
return suite;
}
|
