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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005 Joseph Wang
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 "transformedgrid.hpp"
#include "utilities.hpp"
#include <ql/math/transformedgrid.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <ql/grid.hpp>
using namespace QuantLib;
using namespace boost::unit_test_framework;
class PlusOne : std::unary_function<Real,Real> {
public:
Real operator()(Real x) const { return x+1;};
};
void TransformedGridTest::testConstruction() {
BOOST_MESSAGE("Testing transformed grid construction...");
PlusOne p1;
Array grid = BoundedGrid(0, 100, 100);
TransformedGrid tg(grid, p1);
if (std::fabs(tg.grid(0) - 0.0) > 1e-5) {
BOOST_ERROR("grid creation failed");
}
if (std::fabs(tg.transformedGrid(0) - 1.0) > 1e-5)
BOOST_ERROR("grid transformation failed");
}
test_suite* TransformedGridTest::suite() {
test_suite* suite = BOOST_TEST_SUITE("transformed grid");
suite->add(BOOST_TEST_CASE(&TransformedGridTest::testConstruction));
return suite;
}
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