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testObjects.h

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00001 #pragma once
00002 #ifndef testObjects_h
00003 #define testObjects_h
00004 
00005 #include <string>
00006 #include "../PartB/yieldCurve.h"
00007 #include "../PartE/volsurface.h"
00008 using namespace std;
00009 
00013 bool
00014 maindate(void);
00015 
00019 bool 
00020 mainmontecarlo(void);
00021 
00023 double 
00024 mainmc(double Expiry, double Strike, double Spot, volsurface* Vol,
00025            yieldCurve* r,unsigned long nPaths,unsigned long nDates,int PrdName);
00026 
00030 bool
00031 mainoption(void);
00032 
00036 bool
00037 mainoptionstrategy(void);
00038 
00042 bool
00043 mainmatrix(void);
00044 
00048 bool
00049 maininterpolator(void);
00050 
00054 bool
00055 mainyieldcurve(void);
00056 
00060 bool
00061 mainasset(void);
00062 
00066 bool 
00067 mainfilereader(void);
00068 
00072 bool
00073 fr_basic(void);
00074 
00078 bool
00079 mainvolsurface(void);
00080 
00084 bool
00085 maincreditcurve(void);
00086 
00090 bool
00091 mainrainbowoptions(void);
00092 
00096 bool
00097 mainbond(void);
00098 
00102 bool
00103 mainvarianceswap(void);
00104 
00108 bool
00109 mainbinomialtree(void);
00110 
00114 bool
00115 mainconvertiblebond(void);
00116 
00121 bool mainIRVanillaSwap(void);
00122 
00123 #endif

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