本文整理汇总了C#中CommonVars.makeObservabilityTest方法的典型用法代码示例。如果您正苦于以下问题：C# CommonVars.makeObservabilityTest方法的具体用法？C# CommonVars.makeObservabilityTest怎么用？C# CommonVars.makeObservabilityTest使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类CommonVars的用法示例。
在下文中一共展示了CommonVars.makeObservabilityTest方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的C#代码示例。
示例1: testSwaptionVolMatrixObservability
public void testSwaptionVolMatrixObservability()
{
//"Testing swaption volatility matrix observability...");
CommonVars vars=new CommonVars();
SwaptionVolatilityMatrix vol;
string description;
//floating reference date, floating market data
description = "floating reference date, floating market data";
vol = new SwaptionVolatilityMatrix( vars.conventions.calendar,
vars.conventions.optionBdc,
vars.atm.tenors.options,
vars.atm.tenors.swaps,
vars.atm.volsHandle,
vars.conventions.dayCounter);
vars.makeObservabilityTest(description, vol, true, true);
//fixed reference date, floating market data
description = "fixed reference date, floating market data";
vol = new SwaptionVolatilityMatrix( Settings.evaluationDate(),
vars.conventions.calendar,
vars.conventions.optionBdc,
vars.atm.tenors.options,
vars.atm.tenors.swaps,
vars.atm.volsHandle,
vars.conventions.dayCounter);
vars.makeObservabilityTest(description, vol, true, false);
// floating reference date, fixed market data
description = "floating reference date, fixed market data";
vol = new SwaptionVolatilityMatrix( vars.conventions.calendar,
vars.conventions.optionBdc,
vars.atm.tenors.options,
vars.atm.tenors.swaps,
vars.atm.volsHandle,
vars.conventions.dayCounter);
vars.makeObservabilityTest(description, vol, false, true);
// fixed reference date, fixed market data
description = "fixed reference date, fixed market data";
vol = new SwaptionVolatilityMatrix( Settings.evaluationDate(),
vars.conventions.calendar,
vars.conventions.optionBdc,
vars.atm.tenors.options,
vars.atm.tenors.swaps,
vars.atm.volsHandle,
vars.conventions.dayCounter);
vars.makeObservabilityTest(description, vol, false, false);
// fixed reference date and fixed market data, option dates
//SwaptionVolatilityMatrix(const Date& referenceDate,
// const std::vector<Date>& exerciseDates,
// const std::vector<Period>& swapTenors,
// const Matrix& volatilities,
// const DayCounter& dayCounter);
}