Changeset 142

Timestamp:

04/29/08 20:33:32 (4 months ago)

Author:

snovik

Message:

Test: SampledCurve?

Files:

• trunk/QLNet/QLNet.vsmdi (modified) (3 diffs)
• trunk/QLNet/QLNet/Math/SampledCurve.cs (modified) (1 diff)
• trunk/QLNet/Test2008/T_SampledCurve.cs (added)
• trunk/QLNet/Test2008/Test2008.csproj (modified) (1 diff)

trunk/QLNet/QLNet.vsmdi

@@ -5 +5 @@
-      <TestLink id="bbe2d937-bb70-a666-a879-b3063800a42e" name="testFairSpread" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="25b4118b-8066-f12f-3687-a5ef1886eb1c" name="testInArrears" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
+      <TestLink id="0ee842b0-6275-252f-a1d0-000b0a6a4c52" name="testCachedValue" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="27ded393-6046-4057-bd65-31f629c9bf55" name="testFairRate" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="0ee842b0-6275-252f-a1d0-000b0a6a4c52" name="testCachedValue" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="3b1816a9-7785-f64f-bc52-7014af11e8e5" name="testSpreadDependency" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="2b04fe68-610a-b2de-e241-ef9a50fdb3fb" name="testRateDependency" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
@@ -30 +30 @@
-    </TestLinks>
-  </TestList>
+  <TestList name="SampledCurve" id="a6f5cea2-0706-4e42-a89c-afd9f63d2645" parentListId="8c43106b-9dc1-4907-a29f-aa66a61bf5b6">
+    <TestLinks>
+      <TestLink id="4cdec0b6-cb8a-7760-86dc-9812b4a118bd" name="testConstruction" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
+    </TestLinks>
+  </TestList>
-  <TestList name="PiecewiseYieldCurve" id="db6f77ff-70a4-4779-821e-8f5548c91d54" parentListId="8c43106b-9dc1-4907-a29f-aa66a61bf5b6">
-    <TestLinks>
@@ -44 +49 @@
-    <TestLinks>
-      <TestLink id="905e7e83-ac17-d164-7c00-332aee943ebf" name="testBrazilianCached" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-6dedd105-7532-140b-2b82-37bc69a8d72c" name="testCachedFixe
+af486b6a-ffe8-d458-89c3-9fcd3f6ec404" name="testYiel
-      <TestLink id="a7feffcc-db48-6ab4-df10-00a5494c44ea" name="testTheoretical" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="2e159c46-764f-ad21-7b0f-676f2bfdc323" name="testCachedFloating" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="ab3ac37e-d457-63de-2204-c9a25f55fec9" name="testCached" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
+      <TestLink id="6dedd105-7532-140b-2b82-37bc69a8d72c" name="testCachedFixed" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="d7571d29-ddb9-5b86-6135-2acbcc05515d" name="testCachedZero" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-      <TestLink id="af486b6a-ffe8-d458-89c3-9fcd3f6ec404" name="testYield" storage="test2008\bin\debug\test2008.dll" type="Microsoft.VisualStudio.TestTools.TestTypes.Unit.UnitTestElement, Microsoft.VisualStudio.QualityTools.Tips.UnitTest.ObjectModel,   PublicKeyToken=b03f5f7f11d50a3a" />
-    </TestLinks>
-  </TestList>

trunk/QLNet/QLNet/Math/SampledCurve.cs

@@ -48 +48 @@
-        public double gridValue(int i) { return grid_[i]; }
-        public double value(int i) { return values_[i]; }
+        public void setValue(int i, double v) { values_[i] = v; }
-
-        public int size() { return grid_.Count; }

trunk/QLNet/Test2008/Test2008.csproj

@@ -55 +55 @@
-    <Compile Include="T_Operators.cs" />
-    <Compile Include="T_Rounding.cs" />
+    <Compile Include="T_SampledCurve.cs" />
-    <Compile Include="T_Solvers.cs" />
-    <Compile Include="T_Swaps.cs" />