logquote.cpp File Reference

#include "toplevelfixture.hpp"
#include <boost/test/unit_test.hpp>
#include <ql/quotes/simplequote.hpp>
#include <qle/quotes/logquote.hpp>

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Functions
	BOOST_AUTO_TEST_CASE (testLogQuote)

Function Documentation

BOOST_AUTO_TEST_CASE()

BOOST_AUTO_TEST_CASE

(

testLogQuote

)

Definition at line 32 of file logquote.cpp.

                                   {
 
    BOOST_TEST_MESSAGE("Testing QuantExt::LogQuote...");
    QuantLib::ext::shared_ptr<SimpleQuote> quote(new QuantLib::SimpleQuote(1.0));
    Handle<Quote> qh(quote);
    Handle<Quote> logQuote(QuantLib::ext::shared_ptr<Quote>(new LogQuote(qh)));
 
    BOOST_CHECK_EQUAL(logQuote->value(), std::log(quote->value()));
 
    quote->setValue(2.0);
    BOOST_CHECK_EQUAL(logQuote->value(), std::log(quote->value()));
 
    quote->setValue(3.0);
    BOOST_CHECK_EQUAL(logQuote->value(), std::log(quote->value()));
 
    quote->setValue(123.0);
    BOOST_CHECK_EQUAL(logQuote->value(), std::log(quote->value()));
 
    // LogQuote should throw when a negative value is set
    BOOST_CHECK_THROW(quote->setValue(-1.0), std::exception);
}