utilities.cpp File Reference

Some utilities used in test-suites. More...

#include "eleve/config.hpp"
#include "utilities.hpp"
#include <ql/instruments/payoffs.hpp>
#include <ql/indexes/indexmanager.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/time/calendars/nullcalendar.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Defines

#define CHECK_DOWNCAST(Derived, Description)

Functions

std::string QuantLib::payoffTypeToString (const boost::shared_ptr< Payoff > &h)
std::string QuantLib::exerciseTypeToString (const boost::shared_ptr< Exercise > &h)
boost::shared_ptr
< YieldTermStructure > 
QuantLib::flatRate (const Date &today, const boost::shared_ptr< Quote > &forward, const DayCounter &dc)
boost::shared_ptr
< YieldTermStructure > 
QuantLib::flatRate (const Date &today, Rate forward, const DayCounter &dc)
boost::shared_ptr
< YieldTermStructure > 
QuantLib::flatRate (const boost::shared_ptr< Quote > &forward, const DayCounter &dc)
boost::shared_ptr
< YieldTermStructure > 
QuantLib::flatRate (Rate forward, const DayCounter &dc)
boost::shared_ptr
< BlackVolTermStructure > 
QuantLib::flatVol (const Date &today, const boost::shared_ptr< Quote > &vol, const DayCounter &dc)
boost::shared_ptr
< BlackVolTermStructure > 
QuantLib::flatVol (const Date &today, Volatility vol, const DayCounter &dc)
boost::shared_ptr
< BlackVolTermStructure > 
QuantLib::flatVol (const boost::shared_ptr< Quote > &vol, const DayCounter &dc)
boost::shared_ptr
< BlackVolTermStructure > 
QuantLib::flatVol (Volatility vol, const DayCounter &dc)
Real QuantLib::relativeError (Real x1, Real x2, Real reference)


Detailed Description

Some utilities used in test-suites.

Author:
Walter Eaves <Walter.Eaves@depfa.com>
Date:
Mon Jan 18 17:35:06 2010

Definition in file utilities.cpp.


Define Documentation

#define CHECK_DOWNCAST ( Derived,
Description   ) 

Value:

{ \
    boost::shared_ptr<Derived> hd = boost::dynamic_pointer_cast<Derived>(h); \
    if (hd) \
        return Description; \
}

Definition at line 36 of file utilities.cpp.


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