org.jquantlib.testsuite.instruments

Class EuropeanOptionTest

java.lang.Object

org.jquantlib.testsuite.instruments.EuropeanOptionTest

public class EuropeanOptionTest
extends java.lang.Object

European Options test suite

Constructor Summary

Constructors

Constructor and Description
EuropeanOptionTest()

Method Summary

Modifier and Type	Method and Description
void	testCRRBinomialEngines()
void	testEQPBinomialEngines()
void	testFdEngines()
void	testGreeks()
void	testGreekValues()
void	testImpliedVol()
void	testImpliedVolContainment()
void	testIntegralEngines()
void	testJOSHIBinomialEngines()
void	testJRBinomialEngines()
void	testLRBinomialEngines()
void	testTGEOBinomialEngines()
void	testTIANBinomialEngines()
void	testValues()

Methods inherited from class java.lang.Object

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

Constructor Detail

EuropeanOptionTest

public EuropeanOptionTest()

Method Detail

testValues

public void testValues()

testGreekValues

public void testGreekValues()

testGreeks

public void testGreeks()

testImpliedVol

public void testImpliedVol()

testImpliedVolContainment

public void testImpliedVolContainment()

testJRBinomialEngines

public void testJRBinomialEngines()

testCRRBinomialEngines

public void testCRRBinomialEngines()

testEQPBinomialEngines

public void testEQPBinomialEngines()

testTGEOBinomialEngines

public void testTGEOBinomialEngines()

testTIANBinomialEngines

public void testTIANBinomialEngines()

testLRBinomialEngines

public void testLRBinomialEngines()

testJOSHIBinomialEngines

public void testJOSHIBinomialEngines()

testFdEngines

public void testFdEngines()

testIntegralEngines

public void testIntegralEngines()