Package org.akutan.correlations.test

Provides JUnit test cases for testing the org.akutan.correlations package.

See:
          Description

Class Summary
RMTTest  
SpecDecompTest These are the test cases from the paper "The Most General Way to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes" by Rebonato and Jaekel, 1999.
 

Package org.akutan.correlations.test Description

Provides JUnit test cases for testing the org.akutan.correlations package.

Package Specification

Related Documentation

For overviews, tutorials, examples, guides, and tool documentation, please see:

Since:
22 January 2009