SA-CCR tests.
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#include <test/sacva.hpp>
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static void | testSACVA_RiskFactorCorrelation () |
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static void | testSACVA_BucketCorrelation () |
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static void | testSACVA_RiskWeight () |
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static void | testSACVA_FxDeltaCalc () |
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static void | testSACVA_FxVegaCalc () |
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static void | testSACVA_IrVegaCalc () |
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static void | testSACVA_IrDeltaCalc () |
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static boost::unit_test_framework::test_suite * | suite () |
SA-CCR tests.
Compare the results of SA-CCR calculations against cached results
