#include <ql/instruments/payoffs.hpp>
#include <ql/exercise.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quote.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/function.hpp>
#include <vector>
#include <string>
#include <numeric>
#include <iomanip>
Go to the source code of this file.
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
Classes | |
| class | QuantLib::detail::quantlib_test_case |
| used to avoid no-assertion messages in Boost 1.35 More... | |
| class | QuantLib::Flag |
| class | QuantLib::IndexHistoryCleaner |
| this cleans up index-fixing histories when destroyed More... | |
Defines | |
| #define | LENGTH(a) (sizeof(a)/sizeof(a[0])) |
| This makes it easier to use array literals (alas, no std::vector literals). | |
| #define | QL_FIXED "" |
| #define | QL_SCIENTIFIC "" |
| #define | QL_TEST_START_TIMING |
| #define | QUANTLIB_TEST_CASE(f) BOOST_TEST_CASE(f) |
Functions | |
| const char * | demangle (const char *) |
| 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) |
| template<class Iterator> | |
| Real | QuantLib::norm (const Iterator &begin, const Iterator &end, Real h) |
Definition in file utilities.hpp.
| #define LENGTH | ( | a | ) | (sizeof(a)/sizeof(a[0])) |
This makes it easier to use array literals (alas, no std::vector literals).
Definition at line 50 of file utilities.hpp.
| #define QL_FIXED "" |
the following works around a problem with Boost 1.32 where std::fixed and similar manipulators could not be sent to the Boost streams
Definition at line 58 of file utilities.hpp.
| #define QL_SCIENTIFIC "" |
Definition at line 59 of file utilities.hpp.
| #define QL_TEST_START_TIMING |
the following displays the elapsed time for the test if QL_DISPLAY_TEST_TIME is defined.
Definition at line 68 of file utilities.hpp.
| #define QUANTLIB_TEST_CASE | ( | f | ) | BOOST_TEST_CASE(f) |
Definition at line 72 of file utilities.hpp.
1.5.6