org.jquantlib.testsuite.instruments

Class AsianOptionTest

java.lang.Object

org.jquantlib.testsuite.instruments.AsianOptionTest

public class AsianOptionTest
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
AsianOptionTest()

Method Summary

Modifier and Type	Method and Description
void	testAnalyticContinuousGeometricAveragePrice()
void	testAnalyticContinuousGeometricAveragePriceGreeks()
void	testAnalyticDiscreteGeometricAverage()
void	testAnalyticDiscreteGeometricAveragePriceGreeks()

Methods inherited from class java.lang.Object

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

Constructor Detail

AsianOptionTest

public AsianOptionTest()

Method Detail

testAnalyticDiscreteGeometricAverage

public void testAnalyticDiscreteGeometricAverage()

testAnalyticDiscreteGeometricAveragePriceGreeks

public void testAnalyticDiscreteGeometricAveragePriceGreeks()

testAnalyticContinuousGeometricAveragePrice

public void testAnalyticContinuousGeometricAveragePrice()

testAnalyticContinuousGeometricAveragePriceGreeks

public void testAnalyticContinuousGeometricAveragePriceGreeks()