public void TestAllVar()
{
CalculVar[] tabCalculVar = new CalculVar[] { new VarHistorique(Common.dp), new VarMonteCarlo(Common.dp), new VarParametrique(Common.dp) };
foreach (CalculVar calculVar in tabCalculVar)
{
Tuple <double, double> resultat = calculVar.Calcul(); // On profite du polymorphisme
Assert.IsTrue(-0.2 <= resultat.Item1 && resultat.Item1 < 0);
Assert.IsTrue(-0.2 <= resultat.Item2 && resultat.Item2 < 0);
Console.WriteLine("VaR = " + resultat.Item1);
Console.WriteLine("CVaR = " + resultat.Item2);
}
}
static void TestAllVar() // Méthode pour calculer l'ensemble des VaR et de CVaR
{
DataProvider test = new ExcelDataProvider(@"C:\Users\baptc\VaR solution\VaR\Portfolio1.xlsx");
CalculVar[] tabCalculVar = new CalculVar[] { new VarHistorique(test), new VarMonteCarlo(test), new VarParametrique(test) };
foreach (CalculVar calculVar in tabCalculVar)
{
Tuple <double, double> resultat = calculVar.Calcul();
Console.WriteLine("VaR = " + resultat.Item1);
Console.WriteLine("CVaR = " + resultat.Item2);
}
}
