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Java Testsuite for Quantlib

Posted by Nabil Layaida on Oct 14, 2005; 9:06am
URL: http://quantlib.414.s1.nabble.com/Java-Testsuite-for-Quantlib-tp4144.html

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