mainvarianceswap.cpp File Reference

#include "../PartA/BlackScholes/OptionStrategy.h"
#include "../PartK/VarianceSwap.h"
#include <iostream>
#include <valarray>

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Functions
bool	mainvarianceswap (void)
	test of the variance swaps object

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Function Documentation

bool mainvarianceswap (  void   )

test of the variance swaps object Returns: true if pass, otherwise fail Definition at line 9 of file mainvarianceswap.cpp. References OptionStrategy::addLongButterflySpread(), OptionStrategy::addOneBlackScholesObject(), Call, VarianceSwap::getPrice(), Natural, Put, and Real. Referenced by maintests().

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