mainyieldcurves.cpp File Reference

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

Go to the source code of this file.

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().

---