Re: Java Testsuite for Quantlib
Posted by
Alex _ on
Oct 14, 2005; 3:21pm
URL: http://quantlib.414.s1.nabble.com/Java-Testsuite-for-Quantlib-tp4144p4146.html
Yes it will have a value in putting
the test suite in the CVS base.
----- Original Message -----
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