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::ScenarioSimMarketParameters > | setupSimMarketData (bool hasSwapVolCube=false, bool hasYYCapVols=false) |
ScenarioSimMarketParameters instance. | |
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > | setupSensitivityScenarioData (bool hasSwapVolCube=false, bool hasYYCapVols=false, bool parConversion=false) |
SensitivityScenarioData instance. | |
static QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > | setupSimMarketData2 () |
ScenarioSimMarketParameters instance, 2 currencies. | |
static QuantLib::ext::shared_ptr< ore::analytics::ScenarioSimMarketParameters > | setupSimMarketData5 () |
ScenarioSimMarketParameters instance, 5 currencies. | |
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > | setupSensitivityScenarioData2 () |
SensitivityScenarioData instance, 2 currencies. | |
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > | setupSensitivityScenarioData5 () |
SensitivityScenarioData instance, 5 currencies. | |
static QuantLib::ext::shared_ptr< ore::analytics::SensitivityScenarioData > | setupSensitivityScenarioData2b () |
SensitivityScenarioData instance, 2 currencies, shifts more granular than base curve. | |
static void | setConventions () |
Set Conventions. | |
static void | setConventions2 () |
Static class to allow for easy construction of configuration objects for use within tests.