mainconvertiblebond.cpp File Reference

#include "..\PartJ\convertiblebond.h"
#include "..\common\utils.h"

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Functions
bool	mainconvertiblebond (void)
	test of the convertible bond object

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Function Documentation

bool mainconvertiblebond (  void   )

test of the convertible bond object Returns: true if pass, otherwise fail Definition at line 5 of file mainconvertiblebond.cpp. References ACT_365, Days, convertiblebond::fairvalue(), Months, Natural, convertiblebond::parityDelta(), convertiblebond::parityGamma(), Date::plus(), Real, realsEqual(), convertiblebond::rho(), Date::setDateToToday(), and asset::setPrice(). Referenced by maintests().

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