Package org.jquantlib.testsuite.util

Examples of org.jquantlib.testsuite.util.Flag

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        option2.setPricingEngine(engine);

        // test
        final double refValue = option2.NPV();

        final Flag f = new Flag();
        option2.addObserver(f);

        option1.impliedVolatility(refValue*1.5, stochProcess, tolerance, maxEvaluations);

        if (f.isUp()) {
            fail("implied volatility calculation triggered a change in another instrument");
        }

        option2.recalculate();
        if (Math.abs(option2.NPV() - refValue) >= 1.0e-8) {
            fail("implied volatility calculation changed the value "
                    + "of another instrument: \n"
                    + "previous value: " + refValue + "\n"
                    + "current value:  " + option2.NPV());
        }

        vol.setValue(vol.value()*1.5);

        if (!f.isUp()) {
            fail("volatility change not notified");
        }

        if (Math.abs(option2.NPV() - refValue) <= 1.0e-8) {
            fail("volatility change did not cause the value to change");
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                    }
                } );

        final YieldTermStructure implied = new ImpliedTermStructure<YieldTermStructure>(h, newSettlement);

        final Flag flag = new Flag();
        implied.addObserver(flag);

        // TODO: initialization needed (dependent of PiecewiseYieldCurve)
        // h.setLink(termStructure);

        // -------------------------------------------------------------------------------------------------------------
        // FIXME: This code was added instead. Please remove when PiecewiseYieldCurve becomes ready
        //
        final Quote quote = new SimpleQuote(100.0);
        final Flag anotherFlag = new Flag();
        quote.addObserver(anotherFlag);
        h.linkTo(new FlatForward(today, new Handle<Quote>(quote), new Actual360()));
        if (!anotherFlag.isUp()) {
            fail("Observer was not notified of term structure change");
        }

        if (!flag.isUp()) {
            fail("Observer was not notified of term structure change");
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    public void testNotificationSubAssign() {

        QL.info("Testing observability of dates using operation Date#subAssign()");

        final Date me = Date.todaysDate();
        final Flag f = new Flag();
        me.addObserver(f);
        me.subAssign(1);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }
    }
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    public void testNotificationSub() {

        QL.info("Testing observability of dates using operation Date#sub()");

        final Date me = Date.todaysDate();
        final Flag f = new Flag();
        me.addObserver(f);
        me.sub(1);
        if (f.isUp()) {
            fail("Observer was notified of date change whilst it was not expected");
        }
    }
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        QL.info("Testing notification of date handles...");

        final Date me1 = Date.todaysDate();
        final RelinkableHandle<Date> h = new RelinkableHandle<Date>(me1);

        final Flag f = new Flag();
        h.addObserver(f);

        final Date weekAgo = Date.todaysDate().sub(7);
        final Date me2 = weekAgo;

        h.linkTo(me2);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }

        if (h.currentLink() != weekAgo) {
            fail("Failed to hard link to another object");
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        QL.info("Testing notification of date handles using operation Date#subAssign().");

        final Date me1 = Date.todaysDate();
        final RelinkableHandle<Date> h = new RelinkableHandle<Date>(me1);

        final Flag f = new Flag();
        h.addObserver(f);

        me1.subAssign(1);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }
    }
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        QL.info("Testing ntification of date handles using operation Date#sub().");

        final Date me1 = Date.todaysDate();
        final RelinkableHandle<Date> h = new RelinkableHandle<Date>(me1);

        final Flag f = new Flag();
        h.addObserver(f);

        me1.sub(1);
        if (f.isUp()) {
            fail("Observer was notified of date change whilst it was not expected");
        }
    }
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        option2.setPricingEngine(engine);

        // test
        final double refValue = option2.NPV();

        final Flag f = new Flag();
        option2.addObserver(f);

        option1.impliedVolatility(refValue*1.5, stochProcess, tolerance, maxEvaluations);

        if (f.isUp()) {
            fail("implied volatility calculation triggered a change in another instrument");
        }

        option2.recalculate();
        if (Math.abs(option2.NPV() - refValue) >= 1.0e-8) {
            fail("implied volatility calculation changed the value "
                    + "of another instrument: \n"
                    + "previous value: " + refValue + "\n"
                    + "current value:  " + option2.NPV());
        }

        vol.setValue(vol.value()*1.5);

        if (!f.isUp()) {
            fail("volatility change not notified");
        }

        if (Math.abs(option2.NPV() - refValue) <= 1.0e-8) {
            fail("volatility change did not cause the value to change");
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    public void testNotificationSubAssign() {

        QL.info("Testing observability of dates using operation Date#subAssign()");

        final Date me = Date.todaysDate();
        final Flag f = new Flag();
        me.addObserver(f);
        me.subAssign(1);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }
    }
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    public void testNotificationSub() {

        QL.info("Testing observability of dates using operation Date#sub()");

        final Date me = Date.todaysDate();
        final Flag f = new Flag();
        me.addObserver(f);
        me.sub(1);
        if (f.isUp()) {
            fail("Observer was notified of date change whilst it was not expected");
        }
    }
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Related Classes of org.jquantlib.testsuite.util.Flag

  • org.jquantlib.testsuite.date.DatesTest
  • org.jquantlib.testsuite.instruments.EuropeanOptionTest
  • org.jquantlib.testsuite.instruments.InstrumentsTest
  • org.jquantlib.testsuite.instruments.StocksTest
  • org.jquantlib.testsuite.quotes.QuotesTest
  • org.jquantlib.testsuite.termstructures.TermStructuresTest
  • org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest
  • org.jquantlib.testsuite.time.DatesTest
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