| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|---|
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2005 Joseph Wang |
| 5 | |
| 6 | This file is part of QuantLib, a free-software/open-source library |
| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 8 | |
| 9 | QuantLib is free software: you can redistribute it and/or modify it |
| 10 | under the terms of the QuantLib license. You should have received a |
| 11 | copy of the license along with this program; if not, please email |
| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 13 | <http://quantlib.org/license.shtml>. |
| 14 | |
| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 18 | */ |
| 19 | |
| 20 | #include "transformedgrid.hpp" |
| 21 | #include "utilities.hpp" |
| 22 | #include <ql/math/transformedgrid.hpp> |
| 23 | #include <ql/utilities/dataformatters.hpp> |
| 24 | #include <ql/grid.hpp> |
| 25 | |
| 26 | using namespace QuantLib; |
| 27 | using namespace boost::unit_test_framework; |
| 28 | |
| 29 | class PlusOne { |
| 30 | public: |
| 31 | Real operator()(Real x) const { return x+1;}; |
| 32 | }; |
| 33 | |
| 34 | void TransformedGridTest::testConstruction() { |
| 35 | |
| 36 | BOOST_TEST_MESSAGE("Testing transformed grid construction..."); |
| 37 | |
| 38 | PlusOne p1; |
| 39 | Array grid = BoundedGrid(xMin: 0, xMax: 100, steps: 100); |
| 40 | TransformedGrid tg(grid, p1); |
| 41 | if (std::fabs(x: tg.grid(i: 0) - 0.0) > 1e-5) { |
| 42 | BOOST_ERROR("grid creation failed"); |
| 43 | } |
| 44 | |
| 45 | if (std::fabs(x: tg.transformedGrid(i: 0) - 1.0) > 1e-5) |
| 46 | BOOST_ERROR("grid transformation failed"); |
| 47 | } |
| 48 | |
| 49 | test_suite* TransformedGridTest::suite() { |
| 50 | auto* suite = BOOST_TEST_SUITE("transformed grid"); |
| 51 | suite->add(QUANTLIB_TEST_CASE(&TransformedGridTest::testConstruction)); |
| 52 | return suite; |
| 53 | } |
| 54 | |
| 55 |