u_MonteCarlo.cpp

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#include <gtest/gtest.h>
#include <ftqlib.hpp>
 
TEST(MonteCarloResult, to_json) {
  MonteCarloResult result(0, 1000, 1e-3, 1.25);
  EXPECT_EQ(
      result.to_json(),
      R"({"result_code": 0, "n_simulations": 1000, "error": 0.001000, "result": 1.250000})");
 
  MonteCarloResult result2(1, 100000, 1e-6, 1.253);
  EXPECT_EQ(
      result2.to_json(),
      R"({"result_code": 1, "n_simulations": 100000, "error": 0.000001, "result": 1.253000})");
}