maincreditcurves.cpp File Reference

#include "..\PartF\creditCurve.h"
#include "..\common\filereader.h"
#include <iostream>
#include <valarray>
#include <time.h>

Go to the source code of this file.

Functions
bool	maincreditcurve (void)
	test of the credit curve object

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Function Documentation

bool maincreditcurve (  void   )

test of the credit curve object Returns: true if pass, otherwise fail Definition at line 9 of file maincreditcurves.cpp. References FileReader::buildCreditSpreadPointArray(), FileReader::buildYieldPointArray(), creditCurve::creditSpread(), creditCurve::cumulativeDefaultProbability(), creditCurve::defaultProbability(), FileReader::getdatadirasstring(), creditCurve::hazardRate(), Natural, Real, creditCurve::riskyDiscountFactor(), and creditCurve::survivalProbability(). Referenced by maintests().

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