Java Testsuite for Quantlib

[Nabil Layaida]

Hi Luigi,

I am porting the cpp testsuite In Java.
I am looking for covering the entire testsuite and the
work is progressing rapidly.
Luigi, Do you think it will have a value in putting this in the
CVS base sometime. A significant part of the test suite
passes already in Java :)

I need a help from a SWIG Interface person
to help me get through. In fact, I don't find the interface for the following
cases :

- the capfloor ImpliedVolatility method in the wrappers.
 Capfloor has been split into its sub-classes, Cap, Floor and Collar
but no Capfloor where ImpliedVolatility id defined.

- In CompoundForward class, there is no methods
  corresponding to the C++ method :
             Rate compoundForward(const Date& d1,
                      Integer f,
                     bool extrapolate = false) const;
               Rate compoundForward(Time t1,
                      Integer f,
                     bool extrapolate = false) const;

- The Class GapPayoff : public StrikedTypePayoff is not interfaced in SWIG

- The Class  CapletConstantVolatility  and its  super class CapletVolatilitystructure
  are not interfaced.

 - The Class InarrearIndexedCoupon and Itssuper class IndexedCoupon are not interfaced.


Nabil

[Alex _]

Yes  it will have a value in putting the test suite in the CVS base.

----- Original Message -----

From: [hidden email]

To: [hidden email]

Cc: [hidden email]

Sent: Friday, October 14, 2005 10:05 AM

Subject: [Quantlib-users] Java Testsuite for Quantlib

Hi Luigi,

I am porting the cpp testsuite In Java.
I am looking for covering the entire testsuite and the
work is progressing rapidly.
Luigi, Do you think it will have a value in putting this in the
CVS base sometime. A significant part of the test suite
passes already in Java :)

I need a help from a SWIG Interface person
to help me get through. In fact, I don't find the interface for the following
cases :

- the capfloor ImpliedVolatility method in the wrappers.
 Capfloor has been split into its sub-classes, Cap, Floor and Collar
but no Capfloor where ImpliedVolatility id defined.

- In CompoundForward class, there is no methods
  corresponding to the C++ method :
             Rate compoundForward(const Date& d1,
                      Integer f,
                     bool extrapolate = false) const;
               Rate compoundForward(Time t1,
                      Integer f,
                     bool extrapolate = false) const;

- The Class GapPayoff : public StrikedTypePayoff is not interfaced in SWIG

- The Class  CapletConstantVolatility  and its  super class CapletVolatilitystructure
  are not interfaced.

 - The Class InarrearIndexedCoupon and Itssuper class IndexedCoupon are not interfaced.


Nabil

[Luigi Ballabio]

On 10/14/2005 05:05:29 PM, Nabil Layaida wrote:
> I am porting the cpp testsuite In Java.
> I am looking for covering the entire testsuite and the
> work is progressing rapidly.
> Luigi, Do you think it will have a value in putting this in the
> CVS base sometime. A significant part of the test suite
> passes already in Java :)

Yes, it would be nice.

>
> I need a help from a SWIG Interface person
> to help me get through. In fact, I don't find the interface for the
> following cases :
> [snipped]

I can help with these, but right now I'm using the time I have to  
prepare the 0.3.11 release. I'll try and address your list when the  
release is out.

Later,
        Luigi


----------------------------------------

Steinbach's Guideline for Systems Programming:
        Never test for an error condition you don't know how to handle.