org.jquantlib.testsuite.termstructures.yieldcurves

Class PiecewiseYieldCurveTest

java.lang.Object

org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest

public class PiecewiseYieldCurveTest
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
PiecewiseYieldCurveTest()

Method Summary

Modifier and Type	Method and Description
void	testFlatForwardConsistency()
void	testJpyLibor()
void	testLiborFixing()
void	testLinearDiscountConsistency()
void	testLinearForwardConsistency()
void	testLinearZeroConsistency()
void	testLogCubicDiscountConsistency()
void	testLogLinearDiscountConsistency()
void	testLogLinearZeroConsistency()
void	testObservability()
void	testSplineForwardConsistency()
void	testSplineZeroConsistency()

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewiseYieldCurveTest

public PiecewiseYieldCurveTest()

Method Detail

testLogCubicDiscountConsistency

public void testLogCubicDiscountConsistency()

testLogLinearDiscountConsistency

public void testLogLinearDiscountConsistency()

testLinearDiscountConsistency

public void testLinearDiscountConsistency()

testLogLinearZeroConsistency

public void testLogLinearZeroConsistency()

testLinearZeroConsistency

public void testLinearZeroConsistency()

testSplineZeroConsistency

public void testSplineZeroConsistency()

testLinearForwardConsistency

public void testLinearForwardConsistency()

testFlatForwardConsistency

public void testFlatForwardConsistency()

testSplineForwardConsistency

public void testSplineForwardConsistency()

testObservability

public void testObservability()

testLiborFixing

public void testLiborFixing()

testJpyLibor

public void testJpyLibor()