Boost Test + QuantLib

QuantLib has unit tests built in which are based on Boost Test.

How to build:
$ cmake --build build --preset=MyPreset
$ cmake --build build/MyPreset --target ql-test-suite

How to run:
$ ./build/MyPreset/test-suite/quantlib-test-suite
$ ./build/MyPreset/test-suite/quantlib-test-suite --list_content
$ ./build/MyPreset/test-suite/quantlib-test-suite --run_test="QuantLib test suite/Calendar tests/*"

How to add new tests:

• Option a: Append to already existing file

  • Just add new static function in some test class

    • E.g. in americanoption.hpp:AmericanOptionTest::newTest()
    • Register in americanoption.cpp:AmericanOptionTest::suite()

  • Creating a test function in anonymuous namespace in cpp and calling it in main test function is better for link time

• Option b: Create new Test file

  • E.g. test-suite/newTests.{h,c}pp
  • Implement test class (copy-paste from other files)
  • Add files to

    • test-suite/CMakeLists.txt: See QL_TEST_SOURCES, QL_TEST_HEADERS
    • test-suite/testsuite.vcxproj{,.filters}
    • test-suite/Makefile.am: See QL_TEST_SRCS, QL_TEST_HDRS

  • Register test class in test-suite/quantlibtestsuite.cpp

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For CMake preset see this post: CMake presets