Migrated compoundoption.cpp

Author: Sidsky

test-suite/CMakeLists.txt

@@ -174,7 +174,6 @@ set(QL_TEST_SOURCES
 )
 
 set(QL_TEST_HEADERS
-    compoundoption.hpp
     convertiblebonds.hpp
     covariance.hpp
     creditdefaultswap.hpp

test-suite/Makefile.am

@@ -174,7 +174,6 @@ QL_TEST_SRCS = \
 	zerocouponswap.cpp
 
 QL_TEST_HDRS = \
-	compoundoption.hpp \
 	convertiblebonds.hpp \
 	covariance.hpp \
 	creditdefaultswap.hpp \

test-suite/compoundoption.cpp

@@ -17,7 +17,7 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-#include "compoundoption.hpp"
+#include "toplevelfixture.hpp"
 #include "utilities.hpp"
 #include <ql/instruments/compoundoption.hpp>
 #include <ql/pricingengines/exotic/analyticcompoundoptionengine.hpp>
@@ -78,8 +78,11 @@ namespace compound_option_test {
 
 }
 
+BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
 
-void CompoundOptionTest::testPutCallParity(){
+BOOST_AUTO_TEST_SUITE(CompoundOptionTest)
+
+BOOST_AUTO_TEST_CASE(testPutCallParity){
 
     BOOST_TEST_MESSAGE("Testing compound-option put-call parity...");
 
@@ -195,7 +198,7 @@ void CompoundOptionTest::testPutCallParity(){
     }
 }
 
-void CompoundOptionTest::testValues(){
+BOOST_AUTO_TEST_CASE(testValues){
 
     BOOST_TEST_MESSAGE("Testing compound-option values and greeks...");
 
@@ -345,14 +348,6 @@ void CompoundOptionTest::testValues(){
     }
 }
 
+BOOST_AUTO_TEST_SUITE_END()
 
-test_suite* CompoundOptionTest::suite() {
-    auto* suite = BOOST_TEST_SUITE("Compound option tests");
-
-    suite->add(QUANTLIB_TEST_CASE(&CompoundOptionTest::testValues));
-    suite->add(QUANTLIB_TEST_CASE(&CompoundOptionTest::testPutCallParity));
-
-    return suite;
-}
-
-
+BOOST_AUTO_TEST_SUITE_END()

test-suite/compoundoption.hpp

@@ -16,7 +16,6 @@
 #  include <ql/auto_link.hpp>
 #endif
 
-#include "compoundoption.hpp"
 #include "convertiblebonds.hpp"
 #include "covariance.hpp"
 #include "creditdefaultswap.hpp"
@@ -185,7 +184,6 @@ test_suite* init_unit_test_suite(int, char* []) {
 
     auto* test = BOOST_TEST_SUITE("QuantLib test suite");
 
-    test->add(CompoundOptionTest::suite());
     test->add(ConvertibleBondTest::suite());
     test->add(CovarianceTest::suite());
     test->add(CPISwapTest::suite());

test-suite/quantlibtestsuite.cpp

@@ -810,7 +810,6 @@
     <ClCompile Include="quantlibtestsuite.cpp" />
   </ItemGroup>
   <ItemGroup>
-    <ClInclude Include="compoundoption.hpp" />
     <ClInclude Include="convertiblebonds.hpp" />
     <ClInclude Include="covariance.hpp" />
     <ClInclude Include="creditdefaultswap.hpp" />

test-suite/testsuite.vcxproj

@@ -527,9 +527,6 @@
     </ClCompile>
   </ItemGroup>
   <ItemGroup>
-    <ClInclude Include="compoundoption.hpp">
-      <Filter>Header Files</Filter>
-    </ClInclude>
     <ClInclude Include="convertiblebonds.hpp">
       <Filter>Header Files</Filter>
     </ClInclude>