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Reference manual - version orea_version
Static Public Member Functions | List of all members
TestConfigurationObjects Class Reference

Static class to allow for easy construction of configuration objects for use within tests. More...

#include <test/testmarket.hpp>

Static Public Member Functions

static QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameterssetupSimMarketData (bool hasSwapVolCube=false, bool hasYYCapVols=false)
 ScenarioSimMarketParameters instance.
 
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioDatasetupSensitivityScenarioData (bool hasSwapVolCube=false, bool hasYYCapVols=false, bool parConversion=false)
 SensitivityScenarioData instance.
 
static QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameterssetupSimMarketData2 ()
 ScenarioSimMarketParameters instance, 2 currencies.
 
static QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameterssetupSimMarketData5 ()
 ScenarioSimMarketParameters instance, 5 currencies.
 
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioDatasetupSensitivityScenarioData2 ()
 SensitivityScenarioData instance, 2 currencies.
 
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioDatasetupSensitivityScenarioData5 ()
 SensitivityScenarioData instance, 5 currencies.
 
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioDatasetupSensitivityScenarioData2b ()
 SensitivityScenarioData instance, 2 currencies, shifts more granular than base curve.
 
static void setConventions ()
 Set Conventions.
 
static void setConventions2 ()
 

Detailed Description

Static class to allow for easy construction of configuration objects for use within tests.