Main Page | Namespace List | Class Hierarchy | Class List | File List | Class Members | File Members

mainrainbowoptions.cpp File Reference

#include "../Interface/main.h"
#include "../PartI/rainbowoption.h"
#include "../PartB/YieldCurve.h"
#include <iostream>
#include <valarray>

Go to the source code of this file.

Functions

bool mainrainbowoptions (void)
 test of the credit curve object


Function Documentation

bool mainrainbowoptions void   ) 
 

test of the credit curve object

Author:
Yann

* Types (MonteCarlo, ClosedForm )

Definition at line 13 of file mainrainbowoptions.cpp.

References AssetsBasketMax, BestOf2AssetsCash, BetterOf2Assets, ClosedForm, RainbowOption::getCorrelRisk(), RainbowOption::getPartialDelta(), RainbowOption::getPartialGamma(), RainbowOption::getPartialVega(), RainbowOption::getPrice(), RainbowOption::getRho(), Max2AssetsCall, Max2AssetsPut, Min2AssetsCall, Min2AssetsPut, MonteCarlo, Real, Date::setDateToToday(), RainbowOption::setRainbowType(), SpreadOptionMax, WorseOf2Assets, and WorstOf2AssetsCash.

Referenced by maintests().


Note: Generated nightly - reload for latest version
Generated on Thu Dec 22 23:12:38 2005 for terreneuve by doxygen 1.3.6