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mainyieldcurves.cpp File Reference

#include "..\PartB\yieldCurve.h"
#include "../common/filereader.h"
#include <iostream>
#include <valarray>
#include <time.h>

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Functions

bool mainyieldcurve (void)
 test the yield curve functionality


Function Documentation

bool mainyieldcurve void   ) 
 

test the yield curve functionality

Author:
Yann

Definition at line 13 of file mainyieldcurves.cpp.

References FileReader::buildYieldPointArray(), Continuous, Discrete, FileReader::getdatadirasstring(), yieldCurve::getMaturitiesInTheZCBCurve(), Month, Natural, Date::plusMonths(), Real, yieldCurve::rotateZCBRateCurve(), Date::setDateToToday(), yieldCurve::shiftZCBRateCurve(), and yieldCurve::spotRate().

Referenced by maintests().


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Generated on Thu Dec 22 23:12:38 2005 for terreneuve by doxygen 1.3.6