i_main.cpp

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#include <gtest/gtest.h>
#include <SyntaxParser.hpp>
 
TEST(FTQuant, IntegrationTesting1)
{
  Command C(
      "BLACK_SCHOLES INTEREST_RATE 0.14 SIGMA 0.8 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << C.to_json() << std::endl;
 
  Execution Ex;
 
  std::cout << Ex.execute(C) << std::endl;
 
  Command B1(
      "EURO_CALL ERROR 0.01 STRIKE_PRICE 100 TRAJECTORIES_NUMBER 100 STEPS_NUMBER 100 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << B1.to_json() << std::endl;
 
  std::cout << Ex.execute(B1) << std::endl;
 
 
  Command B2(
      "EURO_CALL ERROR 0.01 STRIKE_PRICE 100 TRAJECTORIES_NUMBER 1000 STEPS_NUMBER 10 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << B2.to_json() << std::endl;
 
  std::cout << Ex.execute(B2) << std::endl;
 
 
  Command B3(
      "EURO_PUT ERROR 0.01 STRIKE_PRICE 100 TRAJECTORIES_NUMBER 100 STEPS_NUMBER 100 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << B3.to_json() << std::endl;
 
  std::cout << Ex.execute(B3) << std::endl;
}
 
TEST(FTQuant, IntegrationTesting2)
{
  Command C(
      "BLACK_SCHOLES INTEREST_RATE 0.01 SIGMA 0.15 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << C.to_json() << std::endl;
 
  Execution Ex;
 
  std::cout << Ex.execute(C) << std::endl;
 
  Command B1(
      "EURO_CALL ERROR 0.01 STRIKE_PRICE 100 TRAJECTORIES_NUMBER 100 STEPS_NUMBER 100 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << B1.to_json() << std::endl;
 
  std::cout << Ex.execute(B1) << std::endl;
 
 
  Command B2(
      "EURO_CALL ERROR 0.01 STRIKE_PRICE 100 TRAJECTORIES_NUMBER 1000 STEPS_NUMBER 10 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << B2.to_json() << std::endl;
 
  std::cout << Ex.execute(B2) << std::endl;
 
 
  Command B3(
      "EURO_PUT ERROR 0.01 STRIKE_PRICE 100 TRAJECTORIES_NUMBER 100 STEPS_NUMBER 100 EXP_T 1. SPOT_PRICE 100.");
 
  std::cout << B3.to_json() << std::endl;
 
  std::cout << Ex.execute(B3) << std::endl;
}