acsvt2.cpp File Reference

More testing: pivotting. More...

#include <iostream>
#include <stack>
#include <algorithm>
#include <vector>
#include <typeinfo>
#include <boost/bind.hpp>
#include <boost/foreach.hpp>
#include <boost/multi_array.hpp>
#include <boost/regex.hpp>
#include <ql/utilities/tracing.hpp>
#include "eleve/src/typing3.hpp"
#include "eleve/src/typing1.hpp"
#include "eleve/src0/csv1.hpp"
#include "pivot0.hpp"
#include "eleve/src/scal0.hpp"
#include "eleve/src/typing0.hpp"
#include <boost/algorithm/string/trim.hpp>
#include <boost/tokenizer.hpp>
#include "eleve/src/loader0.hpp"
#include "acsvt0.hpp"
#include <boost/test/unit_test.hpp>
#include "eleve/src0/csv2.hpp"

Go to the source code of this file.

Namespaces
namespace	eepgwde
namespace	eepgwde::detail
Defines
#define	BOOST_TEST_NO_MAIN
Functions
	BOOST_FIXTURE_TEST_SUITE (multi_index1, csv1)
	;
void	c0 ()
	;
void	c1 ()
	;
void	c2 ()
	;
void	c3 ()
	;

---

Detailed Description

More testing: pivotting.

Author:

Walter Eaves

Date:

June 2009

This uses csv0 from acsvt0.cpp.

This demonstrates pivotting using multi-indexed types.

Definition in file acsvt2.cpp.

---

Define Documentation

#define BOOST_TEST_NO_MAIN

Definition at line 51 of file acsvt2.cpp.

---

Function Documentation

BOOST_FIXTURE_TEST_SUITE	(	multi_index1	,
		csv1
	)

;

void c0

(

)

;

Definition at line 157 of file acsvt2.cpp.

References df, eepgwde::detail::DataFrame::frame, eepgwde::detail::DataFrame::header, and sorted0.

Referenced by Test::mi3_t::mi3::e1(), eepgwde::detail::TimeSeries0::operator QuantLib::TimeSeries< QuantLib::Rate >(), and Test::curves_t::curves::ycuk().

void c1

(

)

;

Definition at line 167 of file acsvt2.cpp.

References eepgwde::detail::DataFrame::column(), maturity, eepgwde::detail::mties0_, sorted0, strike, and eepgwde::detail::strikes0_.

Referenced by Test::qlcal_t::qlcal::joint(), Test::qlcal_t::qlcal::modified(), eepgwde::detail::TimeSeries0::operator QuantLib::TimeSeries< QuantLib::Rate >(), and Test::curves_t::curves::ycuk().

void c2

(

)

;

Definition at line 198 of file acsvt2.cpp.

References eepgwde::detail::mties0_, sorted0, and eepgwde::detail::strikes0_.

Referenced by Test::qlcal_t::qlcal::joint(), and Test::qlcal_t::qlcal::modified().

void c3

(

)

;

Definition at line 260 of file acsvt2.cpp.

References eepgwde::detail::mties0_, sorted0, and eepgwde::detail::strikes0_.

Referenced by Test::qlcal_t::qlcal::joint(), and Test::qlcal_t::qlcal::modified().

---

Variable Documentation

DataFrame df

Definition at line 78 of file acsvt2.cpp.

const std::string maturity [static]

Definition at line 76 of file acsvt2.cpp.

DataFrame::ma_any_t sorted0

Definition at line 79 of file acsvt2.cpp.

const std::string strike [static]

Definition at line 75 of file acsvt2.cpp.