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); } }