00001 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 00002 00003 /* 00004 Copyright (C) 2009 Chris Kenyon 00005 00006 This file is part of QuantLib, a free-software/open-source library 00007 for financial quantitative analysts and developers - http://quantlib.org/ 00008 00009 QuantLib is free software: you can redistribute it and/or modify it 00010 under the terms of the QuantLib license. You should have received a 00011 copy of the license along with this program; if not, please email 00012 <quantlib-dev@lists.sf.net>. The license is also available online at 00013 <http://quantlib.org/license.shtml>. 00014 00015 This program is distributed in the hope that it will be useful, but WITHOUT 00016 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 00017 FOR A PARTICULAR PURPOSE. See the license for more details. 00018 */ 00019 00020 #ifndef quantlib_test_inflationvol_hpp 00021 #define quantlib_test_inflationvol_hpp 00022 00023 #include <boost/test/unit_test.hpp> 00024 00025 /* remember to document new and/or updated tests in the Doxygen 00026 comment block of the corresponding class */ 00027 00028 00029 class InflationVolTest { 00030 public: 00031 static void testYoYPriceSurfaceToATM(); 00032 static void testYoYPriceSurfaceToVol(); 00033 00034 static boost::unit_test_framework::test_suite* suite(); 00035 }; 00036 00037 00038 00039 00040 #endif //quantlib_test_inflationvol_hpp 00041
1.5.6