org.jquantlib.testsuite.instruments

Class AmericanOptionTest

java.lang.Object

org.jquantlib.testsuite.instruments.AmericanOptionTest

public class AmericanOptionTest
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
AmericanOptionTest()

Method Summary

Modifier and Type	Method and Description
void	testBaroneAdesiWhaley()
void	testBjerksundStenslandValues()
void	testFdAmericanGreeks()
void	testFdShoutGreeks()
void	testFdValues()
void	testJu()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AmericanOptionTest

public AmericanOptionTest()

Method Detail

testBjerksundStenslandValues

public void testBjerksundStenslandValues()

testBaroneAdesiWhaley

public void testBaroneAdesiWhaley()

testJu

public void testJu()

testFdValues

public void testFdValues()

testFdAmericanGreeks

public void testFdAmericanGreeks()

testFdShoutGreeks

public void testFdShoutGreeks()