Sensitivity analysis tests.
More...
#include <test/parsensitivityanalysis.hpp>
|
|
static void | test1dZeroShifts () |
| | Test that shifting all shift curve tenor points by DELTA yields DELTA shifts at all tenor points of the an.
|
|
static void | test2dZeroShifts () |
| | Test that shifting all 2-d shift tenor points by DELTA yields DELTA shifts at all 2-d grid points of the.
|
|
static void | testPortfolioZeroSensitivity () |
| | Test that the portfolio shows the expected sensitivity (regression test).
|
|
static void | testParConversionNoneObs () |
| | Test par conversion of sensitivities ("None" observation mode).
|
|
static void | testParConversionDisableObs () |
| | Test par conversion of sensitivities ("Disable" observation mode).
|
|
static void | testParConversionDeferObs () |
| | Test par conversion of sensitivities ("Defer" observation mode).
|
|
static void | testParConversionUnregisterObs () |
| | Test par conversion of sensitivities ("Unregister" observation mode).
|
|
static boost::unit_test_framework::test_suite * | suite () |
Sensitivity analysis tests.
