org.jquantlib.testsuite.termstructures

Class TermStructuresTest

java.lang.Object

org.jquantlib.testsuite.termstructures.TermStructuresTest

public class TermStructuresTest
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
TermStructuresTest()

Method Summary

Modifier and Type	Method and Description
void	testFSpreaded()
void	testFSpreadedObs()
void	testImplied()
void	testImpliedObs() FIXME: This test should be using PiecewiseYieldCurve but was changed to use another TermStructure for the time being whilst PiecewiseYieldCurve is not available.
void	testReferenceChange()
void	testZSpreaded()
void	testZSpreadedObs()

Methods inherited from class java.lang.Object

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

Constructor Detail

TermStructuresTest

public TermStructuresTest()

Method Detail

testReferenceChange

public void testReferenceChange()

testImplied

public void testImplied()

testImpliedObs

public void testImpliedObs()

FIXME: This test should be using PiecewiseYieldCurve but was changed to use another TermStructure for the time being whilst PiecewiseYieldCurve is not available.

testFSpreaded

public void testFSpreaded()

testFSpreadedObs

public void testFSpreadedObs()

testZSpreaded

public void testZSpreaded()

testZSpreadedObs

public void testZSpreadedObs()