Variance Swap test

Posted by ziegele on Feb 07, 2017; 1:42pm
URL: http://quantlib.414.s1.nabble.com/Variance-Swap-test-tp18059.html

I was looking at the VarianceSwap example in test-suite. In Visual Studio 2015, I created a class called VarianceSwapTest, and call it from the main() function.

I notice that the testing functions testReplicatingVarianceSwap() and testMCVarianceSwap() are both called by the other function static boost::unit_test_framework::test_suite* suite().



Since the return type is test_suite*, I'm wondering how to fill in the main() function to call it, and what kind of results shall I expect, from Visual Studio 2015?

Thanks!