ParSensitivityAnalysisManualTest Class Reference

Par sensitivity analysis comparison against manual bump. More...

#include <test/parsensitivityanalysismanual.hpp>

Static Public Member Functions
static void	testParSwapBenchmark ()
	Benchmark par conversion against brute-force bump on the par instruments ("None" observation mode)
static boost::unit_test_framework::test_suite *	suite ()

Detailed Description

Par sensitivity analysis comparison against manual bump.