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@klausspanderen
klausspanderen committed Jun 6, 2020
1 parent 6f7ce3d commit a9036d8
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Showing 2 changed files with 162 additions and 164 deletions.
4 changes: 1 addition & 3 deletions CMakeLists.txt
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Expand Up @@ -44,10 +44,8 @@ if (Boost_FOUND)
include_directories(${Boost_INCLUDE_DIRS})
endif (Boost_FOUND)

set(CMAKE_CXX_FLAGS_RELEASE "-O2 -Wall -Wno-unknown-pragmas")

add_subdirectory(ql)
#add_subdirectory(Examples)
add_subdirectory(Examples)
add_subdirectory(test-suite)

#
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322 changes: 161 additions & 161 deletions test-suite/quantlibtestsuite.cpp
View file
Expand Up @@ -366,168 +366,168 @@ test_suite* init_unit_test_suite(int, char* []) {

test->add(QUANTLIB_TEST_CASE(startTimer));

// test->add(AmericanOptionTest::suite());
// test->add(AndreasenHugeVolatilityInterplTest::suite(speed));
// test->add(ArrayTest::suite());
// test->add(AsianOptionTest::suite());
// test->add(AssetSwapTest::suite()); // fails with QL_USE_INDEXED_COUPON
// test->add(AutocovariancesTest::suite());
// test->add(BarrierOptionTest::suite());
// test->add(BasketOptionTest::suite(speed));
// test->add(BatesModelTest::suite());
// test->add(BermudanSwaptionTest::suite(speed));
// test->add(BinaryOptionTest::suite());
// test->add(BlackFormulaTest::suite());
// test->add(BondTest::suite());
// test->add(BrownianBridgeTest::suite());
// test->add(BusinessDayConventionTest::suite());
// test->add(CalendarTest::suite());
// test->add(CapFloorTest::suite());
// test->add(CapFlooredCouponTest::suite());
// test->add(CashFlowsTest::suite());
// test->add(CliquetOptionTest::suite());
// test->add(CmsTest::suite());
// test->add(CovarianceTest::suite());
// test->add(CPISwapTest::suite());
// test->add(CreditDefaultSwapTest::suite());
// test->add(CurveStatesTest::suite());
// test->add(DateTest::suite(speed));
// test->add(DayCounterTest::suite());
// test->add(DefaultProbabilityCurveTest::suite());
// test->add(DigitalCouponTest::suite()); // might fail with QL_USE_INDEXED_COUPON
// test->add(DigitalOptionTest::suite());
// test->add(DistributionTest::suite(speed));
// test->add(DividendOptionTest::suite());
// test->add(EuropeanOptionTest::suite());
// test->add(ExchangeRateTest::suite());
// test->add(FastFourierTransformTest::suite());
// test->add(FdHestonTest::suite(speed));
// test->add(FdmLinearOpTest::suite());
// test->add(FdCevTest::suite(speed));
// test->add(FdCIRTest::suite(speed));
// test->add(FdSabrTest::suite(speed));
// test->add(FittedBondDiscountCurveTest::suite());
// test->add(ForwardOptionTest::suite());
// test->add(ForwardRateAgreementTest::suite());
// test->add(FunctionsTest::suite());
// test->add(GARCHTest::suite());
// test->add(GaussianQuadraturesTest::suite());
// test->add(GJRGARCHModelTest::suite(speed));
// test->add(GsrTest::suite());
// test->add(HestonModelTest::suite(speed));
// test->add(HybridHestonHullWhiteProcessTest::suite(speed));
// test->add(InflationTest::suite());
// test->add(InflationCapFloorTest::suite());
// test->add(InflationCapFlooredCouponTest::suite());
// test->add(InflationCPIBondTest::suite());
// test->add(InstrumentTest::suite());
// test->add(IntegralTest::suite());
// test->add(InterestRateTest::suite());
// test->add(InterpolationTest::suite());
// test->add(JumpDiffusionTest::suite());
// test->add(LazyObjectTest::suite());
// test->add(LinearLeastSquaresRegressionTest::suite());
// test->add(LookbackOptionTest::suite());
// test->add(LowDiscrepancyTest::suite());
// test->add(MarketModelTest::suite(speed));
// test->add(MarketModelCmsTest::suite(speed));
// test->add(MarketModelSmmTest::suite(speed));
// test->add(MarketModelSmmCapletAlphaCalibrationTest::suite());
// test->add(MarketModelSmmCapletCalibrationTest::suite());
// test->add(MarketModelSmmCapletHomoCalibrationTest::suite());
// test->add(MarkovFunctionalTest::suite(speed));
// test->add(MatricesTest::suite());
// test->add(MCLongstaffSchwartzEngineTest::suite());
// test->add(MersenneTwisterTest::suite());
// test->add(MoneyTest::suite());
// test->add(NumericalDifferentiationTest::suite());
// test->add(NthOrderDerivativeOpTest::suite());
// test->add(ObservableTest::suite());
// test->add(OdeTest::suite());
// test->add(OperatorTest::suite());
// test->add(OptimizersTest::suite(speed));
// test->add(OptionletStripperTest::suite());
// test->add(OvernightIndexedSwapTest::suite());
// test->add(PathGeneratorTest::suite());
// test->add(PeriodTest::suite());
// test->add(PiecewiseYieldCurveTest::suite());
// test->add(PiecewiseZeroSpreadedTermStructureTest::suite());
// test->add(QuantoOptionTest::suite());
// test->add(QuoteTest::suite());
// test->add(RangeAccrualTest::suite());
// test->add(RiskStatisticsTest::suite());
// test->add(RngTraitsTest::suite());
// test->add(RoundingTest::suite());
// test->add(SampledCurveTest::suite());
// test->add(ScheduleTest::suite());
// test->add(ShortRateModelTest::suite(speed)); // fails with QL_USE_INDEXED_COUPON
// test->add(Solver1DTest::suite());
// test->add(StatisticsTest::suite());
// test->add(SwapTest::suite());
// test->add(SwapForwardMappingsTest::suite());
// test->add(SwaptionTest::suite());
// test->add(SwaptionVolatilityCubeTest::suite());
// test->add(SwaptionVolatilityMatrixTest::suite());
// test->add(TermStructureTest::suite());
// test->add(TimeGridTest::suite());
// test->add(TimeSeriesTest::suite());
// test->add(TqrEigenDecompositionTest::suite());
// test->add(TracingTest::suite());
// test->add(TransformedGridTest::suite());
// test->add(VarianceSwapTest::suite());
// test->add(VolatilityModelsTest::suite());
//
// // tests for experimental classes
// test->add(AmortizingBondTest::suite());
// test->add(AsianOptionTest::experimental());
// test->add(BasismodelsTest::suite());
// test->add(BarrierOptionTest::experimental());
// test->add(DoubleBarrierOptionTest::experimental());
// test->add(BlackDeltaCalculatorTest::suite());
// test->add(CatBondTest::suite());
// test->add(CdoTest::suite(speed));
// test->add(CdsOptionTest::suite());
// test->add(ChooserOptionTest::suite());
// test->add(CmsSpreadTest::suite());
// test->add(CommodityUnitOfMeasureTest::suite());
// test->add(CompiledBoostVersionTest::suite());
// test->add(CompoundOptionTest::suite());
// test->add(ConvertibleBondTest::suite());
// test->add(CreditRiskPlusTest::suite());
// test->add(DoubleBarrierOptionTest::suite(speed));
// test->add(DoubleBinaryOptionTest::suite());
// test->add(EuropeanOptionTest::experimental());
// test->add(EverestOptionTest::suite());
// test->add(ExtendedTreesTest::suite());
// test->add(ExtensibleOptionsTest::suite());
// test->add(GaussianQuadraturesTest::experimental());
// test->add(HestonModelTest::experimental());
test->add(AmericanOptionTest::suite());
test->add(AndreasenHugeVolatilityInterplTest::suite(speed));
test->add(ArrayTest::suite());
test->add(AsianOptionTest::suite());
test->add(AssetSwapTest::suite()); // fails with QL_USE_INDEXED_COUPON
test->add(AutocovariancesTest::suite());
test->add(BarrierOptionTest::suite());
test->add(BasketOptionTest::suite(speed));
test->add(BatesModelTest::suite());
test->add(BermudanSwaptionTest::suite(speed));
test->add(BinaryOptionTest::suite());
test->add(BlackFormulaTest::suite());
test->add(BondTest::suite());
test->add(BrownianBridgeTest::suite());
test->add(BusinessDayConventionTest::suite());
test->add(CalendarTest::suite());
test->add(CapFloorTest::suite());
test->add(CapFlooredCouponTest::suite());
test->add(CashFlowsTest::suite());
test->add(CliquetOptionTest::suite());
test->add(CmsTest::suite());
test->add(CovarianceTest::suite());
test->add(CPISwapTest::suite());
test->add(CreditDefaultSwapTest::suite());
test->add(CurveStatesTest::suite());
test->add(DateTest::suite(speed));
test->add(DayCounterTest::suite());
test->add(DefaultProbabilityCurveTest::suite());
test->add(DigitalCouponTest::suite()); // might fail with QL_USE_INDEXED_COUPON
test->add(DigitalOptionTest::suite());
test->add(DistributionTest::suite(speed));
test->add(DividendOptionTest::suite());
test->add(EuropeanOptionTest::suite());
test->add(ExchangeRateTest::suite());
test->add(FastFourierTransformTest::suite());
test->add(FdHestonTest::suite(speed));
test->add(FdmLinearOpTest::suite());
test->add(FdCevTest::suite(speed));
test->add(FdCIRTest::suite(speed));
test->add(FdSabrTest::suite(speed));
test->add(FittedBondDiscountCurveTest::suite());
test->add(ForwardOptionTest::suite());
test->add(ForwardRateAgreementTest::suite());
test->add(FunctionsTest::suite());
test->add(GARCHTest::suite());
test->add(GaussianQuadraturesTest::suite());
test->add(GJRGARCHModelTest::suite(speed));
test->add(GsrTest::suite());
test->add(HestonModelTest::suite(speed));
test->add(HybridHestonHullWhiteProcessTest::suite(speed));
test->add(InflationTest::suite());
test->add(InflationCapFloorTest::suite());
test->add(InflationCapFlooredCouponTest::suite());
test->add(InflationCPIBondTest::suite());
test->add(InstrumentTest::suite());
test->add(IntegralTest::suite());
test->add(InterestRateTest::suite());
test->add(InterpolationTest::suite());
test->add(JumpDiffusionTest::suite());
test->add(LazyObjectTest::suite());
test->add(LinearLeastSquaresRegressionTest::suite());
test->add(LookbackOptionTest::suite());
test->add(LowDiscrepancyTest::suite());
test->add(MarketModelTest::suite(speed));
test->add(MarketModelCmsTest::suite(speed));
test->add(MarketModelSmmTest::suite(speed));
test->add(MarketModelSmmCapletAlphaCalibrationTest::suite());
test->add(MarketModelSmmCapletCalibrationTest::suite());
test->add(MarketModelSmmCapletHomoCalibrationTest::suite());
test->add(MarkovFunctionalTest::suite(speed));
test->add(MatricesTest::suite());
test->add(MCLongstaffSchwartzEngineTest::suite());
test->add(MersenneTwisterTest::suite());
test->add(MoneyTest::suite());
test->add(NumericalDifferentiationTest::suite());
test->add(NthOrderDerivativeOpTest::suite());
test->add(ObservableTest::suite());
test->add(OdeTest::suite());
test->add(OperatorTest::suite());
test->add(OptimizersTest::suite(speed));
test->add(OptionletStripperTest::suite());
test->add(OvernightIndexedSwapTest::suite());
test->add(PathGeneratorTest::suite());
test->add(PeriodTest::suite());
test->add(PiecewiseYieldCurveTest::suite());
test->add(PiecewiseZeroSpreadedTermStructureTest::suite());
test->add(QuantoOptionTest::suite());
test->add(QuoteTest::suite());
test->add(RangeAccrualTest::suite());
test->add(RiskStatisticsTest::suite());
test->add(RngTraitsTest::suite());
test->add(RoundingTest::suite());
test->add(SampledCurveTest::suite());
test->add(ScheduleTest::suite());
test->add(ShortRateModelTest::suite(speed)); // fails with QL_USE_INDEXED_COUPON
test->add(Solver1DTest::suite());
test->add(StatisticsTest::suite());
test->add(SwapTest::suite());
test->add(SwapForwardMappingsTest::suite());
test->add(SwaptionTest::suite());
test->add(SwaptionVolatilityCubeTest::suite());
test->add(SwaptionVolatilityMatrixTest::suite());
test->add(TermStructureTest::suite());
test->add(TimeGridTest::suite());
test->add(TimeSeriesTest::suite());
test->add(TqrEigenDecompositionTest::suite());
test->add(TracingTest::suite());
test->add(TransformedGridTest::suite());
test->add(VarianceSwapTest::suite());
test->add(VolatilityModelsTest::suite());

// tests for experimental classes
test->add(AmortizingBondTest::suite());
test->add(AsianOptionTest::experimental());
test->add(BasismodelsTest::suite());
test->add(BarrierOptionTest::experimental());
test->add(DoubleBarrierOptionTest::experimental());
test->add(BlackDeltaCalculatorTest::suite());
test->add(CatBondTest::suite());
test->add(CdoTest::suite(speed));
test->add(CdsOptionTest::suite());
test->add(ChooserOptionTest::suite());
test->add(CmsSpreadTest::suite());
test->add(CommodityUnitOfMeasureTest::suite());
test->add(CompiledBoostVersionTest::suite());
test->add(CompoundOptionTest::suite());
test->add(ConvertibleBondTest::suite());
test->add(CreditRiskPlusTest::suite());
test->add(DoubleBarrierOptionTest::suite(speed));
test->add(DoubleBinaryOptionTest::suite());
test->add(EuropeanOptionTest::experimental());
test->add(EverestOptionTest::suite());
test->add(ExtendedTreesTest::suite());
test->add(ExtensibleOptionsTest::suite());
test->add(GaussianQuadraturesTest::experimental());
test->add(HestonModelTest::experimental());
test->add(HestonSLVModelTest::experimental(speed));
// test->add(HimalayaOptionTest::suite());
// test->add(InflationCPICapFloorTest::suite());
// test->add(InflationVolTest::suite());
// test->add(MargrabeOptionTest::suite());
// test->add(NoArbSabrTest::suite());
// test->add(NormalCLVModelTest::experimental(speed));
// test->add(NthToDefaultTest::suite(speed));
// test->add(PagodaOptionTest::suite());
// test->add(PartialTimeBarrierOptionTest::suite());
// test->add(QuantoOptionTest::experimental());
// test->add(RiskNeutralDensityCalculatorTest::experimental(speed));
// test->add(SofrFuturesTest::suite());
// test->add(SpreadOptionTest::suite());
// test->add(SquareRootCLVModelTest::experimental());
// test->add(SwingOptionTest::suite(speed));
// test->add(TwoAssetBarrierOptionTest::suite());
// test->add(TwoAssetCorrelationOptionTest::suite());
// test->add(VarianceGammaTest::suite());
// test->add(VarianceOptionTest::suite());
// test->add(VPPTest::suite(speed));
// test->add(ZabrTest::suite(speed));
//
// // tests for deprecated classes
// test->add(LiborMarketModelTest::suite(speed));
// test->add(LiborMarketModelProcessTest::suite(speed));
test->add(HimalayaOptionTest::suite());
test->add(InflationCPICapFloorTest::suite());
test->add(InflationVolTest::suite());
test->add(MargrabeOptionTest::suite());
test->add(NoArbSabrTest::suite());
test->add(NormalCLVModelTest::experimental(speed));
test->add(NthToDefaultTest::suite(speed));
test->add(PagodaOptionTest::suite());
test->add(PartialTimeBarrierOptionTest::suite());
test->add(QuantoOptionTest::experimental());
test->add(RiskNeutralDensityCalculatorTest::experimental(speed));
test->add(SofrFuturesTest::suite());
test->add(SpreadOptionTest::suite());
test->add(SquareRootCLVModelTest::experimental());
test->add(SwingOptionTest::suite(speed));
test->add(TwoAssetBarrierOptionTest::suite());
test->add(TwoAssetCorrelationOptionTest::suite());
test->add(VarianceGammaTest::suite());
test->add(VarianceOptionTest::suite());
test->add(VPPTest::suite(speed));
test->add(ZabrTest::suite(speed));

// tests for deprecated classes
test->add(LiborMarketModelTest::suite(speed));
test->add(LiborMarketModelProcessTest::suite(speed));

test->add(QUANTLIB_TEST_CASE(stopTimer));

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