public void Test()
{
ProjectROV r = HullAndWhite1("bond(t;2;@V1)", 1, 1, .05);
r.Container.NMethods.Technology = ETechType.T_SIMULATION;
r.Container.NMethods.m_UseRepeatableSequence = true;
bool parse = r.Parse();
Assert.IsTrue(parse);
AnalysisValuation valuator = new AnalysisValuation();
valuator.BindToProject(r);
valuator.RunAnalysis(-1);
if (r.HasErrors)
{
Console.WriteLine("Errors:");
foreach (Exception ex in r.m_RuntimeErrorList)
Console.WriteLine(ex.Message);
}
Assert.IsFalse(r.HasErrors);
double v = r.m_ResultList[0].value;
Console.WriteLine("v = " + v.ToString());
Assert.Less(Math.Abs(v - 0.9134), 0.0001);
}
public void Test()
{
ProjectROV r = HullAndWhite1("bond(t;2;@V1)", 1, 1, .05);
r.Container.NMethods.Technology = ETechType.T_SIMULATION;
r.Container.NMethods.m_UseRepeatableSequence = true;
r.Initialize();
AnalysisValuation valuator = new AnalysisValuation();
valuator.BindToProject(r);
valuator.RunAnalysis(-1);
if (r.HasErrors)
{
r.DisplayErrors();
}
Assert.IsFalse(r.HasErrors);
double v = r.m_ResultList[0].value;
Console.WriteLine("v = " + v.ToString());
Assert.AreEqual(0.9134, v, 0.0001);
}
