1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2003 Ferdinando Ametrano
5 Copyright (C) 2003 RiskMap srl
6 Copyright (C) 2016 Klaus Spanderen
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22#ifndef quantlib_test_distributions_hpp
23#define quantlib_test_distributions_hpp
24
25#include <boost/test/unit_test.hpp>
26#include "speedlevel.hpp"
27
28/* remember to document new and/or updated tests in the Doxygen
29 comment block of the corresponding class */
30
31class DistributionTest {
32 public:
33 static void testNormal();
34 static void testBivariate();
35 static void testPoisson();
36 static void testCumulativePoisson();
37 static void testInverseCumulativePoisson();
38 static void testBivariateCumulativeStudent();
39 static void testBivariateCumulativeStudentVsBivariate();
40 static void testInvCDFviaStochasticCollocation();
41 static void testSankaranApproximation();
42 static boost::unit_test_framework::test_suite* suite(SpeedLevel);
43};
44
45
46#endif
47

source code of quantlib/test-suite/distributions.hpp