mainIRVanillaSwap.cpp File Reference

#include "../Interface/main.h"
#include "../PartD/VanillaSwap.h"
#include <iostream>

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Functions
bool	mainIRVanillaSwap (void)
	Test of the Vanilla Swap - Yann.

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Function Documentation

bool mainIRVanillaSwap (  void   )

Test of the Vanilla Swap - Yann. Author: Yann Definition at line 9 of file mainIRVanillaSwap.cpp. References FileReader::buildYieldPointArray(), FileReader::getdatadirasstring(), CashFlow::getFairValue(), Date::plusMonths(), Date::plusYears(), Real, VanillaSwap::returnPrice(), and Date::setDateToToday(). Referenced by maintests().

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