1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 Copyright (C) 2004 Ferdinando Ametrano 5 Copyright (C) 2004 StatPro Italia srl 6 Copyright (C) 2008 Paul Farrington 7 8 This file is part of QuantLib, a free-software/open-source library 9 for financial quantitative analysts and developers - http://quantlib.org/ 10 11 QuantLib is free software: you can redistribute it and/or modify it 12 under the terms of the QuantLib license. You should have received a 13 copy of the license along with this program; if not, please email 14 <quantlib-dev@lists.sf.net>. The license is also available online at 15 <http://quantlib.org/license.shtml>. 16 17 This program is distributed in the hope that it will be useful, but WITHOUT 18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 19 FOR A PARTICULAR PURPOSE. See the license for more details. 20 */ 21 22 #ifndef quantlib_test_quanto_option_hpp 23 #define quantlib_test_quanto_option_hpp 24 25 #include <boost/test/unit_test.hpp> 26 27 /* remember to document new and/or updated tests in the Doxygen 28 comment block of the corresponding class */ 29 30 class QuantoOptionTest { 31 public: 32 static void testValues(); 33 static void testGreeks(); 34 static void testForwardValues(); 35 static void testForwardGreeks(); 36 static void testForwardPerformanceValues(); 37 static void testBarrierValues(); 38 static void testDoubleBarrierValues(); 39 static void testFDMQuantoHelper(); 40 static void testPDEOptionValues(); 41 static void testAmericanQuantoOption(); 42 43 static boost::unit_test_framework::test_suite* suite(); 44 static boost::unit_test_framework::test_suite* experimental(); 45 }; 46 47 48 #endif 49