C++ (Cpp) QUANTLIB_TEST_CASE Examples

Example #1

File: inflationvolatility.cpp Project: Barbour/quantlib

boost::unit_test_framework::test_suite* InflationVolTest::suite() {
    boost::unit_test_framework::test_suite* suite
        = BOOST_TEST_SUITE("yoyOptionletStripper (yoy inflation vol) tests");

    suite->add(QUANTLIB_TEST_CASE(&InflationVolTest::testYoYPriceSurfaceToATM));
    suite->add(QUANTLIB_TEST_CASE(&InflationVolTest::testYoYPriceSurfaceToVol));

    return suite;
}

Example #2

File: adjointgreekstest.cpp Project: ChinaQuants/QuantLibAdjoint

test_suite* AdjointGreeksTest::suite()
{
    test_suite* suite = BOOST_TEST_SUITE("Adjoint greeks test (with tape compression).");

    suite->add(QUANTLIB_TEST_CASE(&AdjointGreeksTest::test));

    return suite;
}

Example #3

File: adjointmarketmodelcalibrationtest.cpp Project: ChinaQuants/QuantLibAdjoint

test_suite* AdjointMarketModelCalibrationTest::suite()
{
    test_suite* suite = BOOST_TEST_SUITE("AdjointMarketModelCalibration test");
    suite->add(QUANTLIB_TEST_CASE(&AdjointMarketModelCalibrationTest::testCapletVolatilities));
    return suite;
}