Searched refs:testGreeks (Results 1 – 15 of 15) sorted by relevance
31 static void testGreeks();
29 static void testGreeks();
33 static void testGreeks();
46 static void testGreeks();
316 &JumpDiffusionTest::testGreeks, 433.77)); in init_unit_test_suite()
265 void CliquetOptionTest::testGreeks() { in testGreeks() function in CliquetOptionTest377 suite->add(QUANTLIB_TEST_CASE(&CliquetOptionTest::testGreeks)); in suite()
348 void JumpDiffusionTest::testGreeks() { in testGreeks() function in JumpDiffusionTest534 suite->add(QUANTLIB_TEST_CASE(&JumpDiffusionTest::testGreeks)); in suite()
367 void ForwardOptionTest::testGreeks() { in testGreeks() function in ForwardOptionTest512 suite->add(QUANTLIB_TEST_CASE(&ForwardOptionTest::testGreeks)); in suite()
316 void MargrabeOptionTest::testGreeks() { in testGreeks() function in MargrabeOptionTest611 suite->add(QUANTLIB_TEST_CASE(&MargrabeOptionTest::testGreeks)); in suite()
612 void EuropeanOptionTest::testGreeks() { in testGreeks() function in EuropeanOptionTest989 bool testGreeks = false) { in testEngineConsistency() argument1054 if (testGreeks && option->NPV() > spot->value()*1.0e-5) { in testEngineConsistency()1796 suite->add(QUANTLIB_TEST_CASE(&EuropeanOptionTest::testGreeks)); in suite()
301 void QuantoOptionTest::testGreeks() { in testGreeks() function in QuantoOptionTest1405 suite->add(QUANTLIB_TEST_CASE(&QuantoOptionTest::testGreeks)); in suite()
1956 void MarketModelTest::testGreeks() { in testGreeks() function in MarketModelTest4913 suite->add(QUANTLIB_TEST_CASE(&MarketModelTest::testGreeks)); in suite()