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)

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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.