/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2005 Joseph Wang This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ #include "transformedgrid.hpp" #include "utilities.hpp" #include #include #include using namespace QuantLib; using namespace boost::unit_test_framework; class PlusOne : std::unary_function { public: Real operator()(Real x) const { return x+1;}; }; void TransformedGridTest::testConstruction() { BOOST_MESSAGE("Testing transformed grid construction..."); QL_TEST_BEGIN PlusOne p1; Array grid = BoundedGrid(0, 100, 100); TransformedGrid tg(grid, p1); if (std::fabs(tg.grid(0) - 0.0) > 1e-5) { BOOST_ERROR("grid creation failed"); } if (std::fabs(tg.transformedGrid(0) - 1.0) > 1e-5) { BOOST_ERROR("grid transformation failed"); } QL_TEST_END } test_suite* TransformedGridTest::suite() { test_suite* suite = BOOST_TEST_SUITE("transformed grid"); suite->add(BOOST_TEST_CASE(&TransformedGridTest::testConstruction)); return suite; }