- b -

• BOOST_AUTO_TEST_CASE() : adjustmentfactors.cpp, bond.cpp, calendaradjustment.cpp, cbo.cpp, ccyswapwithresets.cpp, cds.cpp, cdsindexoption.cpp, cms.cpp, commodityapo.cpp, commodityasianoption.cpp, commoditycurve.cpp, commoditycurveconfig.cpp, commodityoption.cpp, commodityswaption.cpp, commodityvolcurve.cpp, commodityvolcurveconfig.cpp, compositetrade.cpp, compositewrapper.cpp, conventions.cpp, correlationcurveconfig.cpp, cpiswap.cpp, creditdefaultswapdata.cpp, crossassetmodeldata.cpp, curveconfig.cpp, curvespecparser.cpp, digitalcms.cpp, equityasianoption.cpp, equitymarketdata.cpp, equityswap.cpp, equitytrades.cpp, expiry.cpp, fittedbondcurve.cpp, fixings.cpp, formulaparser.cpp, fxaccumulator.cpp, fxasianoption.cpp, fxdom.cpp, fxexotics.cpp, fxoption.cpp, fxswap.cpp, fxtarf.cpp, fxtriangulation.cpp, fxvolcurve.cpp, gaussiancam.cpp, generalisedreplicatingvarianceswapengine.cpp, indices.cpp, inflationcapfloor.cpp, legdata.cpp, localvol.cpp, mxnircurves.cpp, optionpaymentdata.cpp, ored_commodityforward.cpp, parser.cpp, portfolio.cpp, representativefxoption.cpp, representativeswaption.cpp, riskparticipationagreement.cpp, schedule.cpp, scriptengine.cpp, scriptparser.cpp, strike.cpp, swaption.cpp, todaysmarket.cpp, value.cpp, yieldcurve.cpp, zerocouponswap.cpp
• BOOST_CLASS_EXPORT_IMPLEMENT() : expiry.cpp, marketdatum.cpp, strike.cpp
• BOOST_CLASS_EXPORT_KEY() : expiry.hpp, marketdatum.hpp, strike.hpp
• BOOST_DATA_TEST_CASE() : cds.cpp, commoditycurve.cpp, commodityvolcurve.cpp, conventionsbasedfutureexpiry.cpp, curveconfig.cpp, scriptparser.cpp, yieldcurve.cpp
• BOOST_DATA_TEST_CASE_F() : cds.cpp, fixings.cpp
• BOOST_FIXTURE_TEST_CASE() : fixings.cpp, xmlmanipulation.cpp
• BOOST_LOG_ATTRIBUTE_KEYWORD() : log.cpp