Testing Framework

Tom Hyer

Chapter 6 in Derivatives Algorithms:Volume 1: Bones, 2015, pp 97-101 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Like any large software project, our library will evolve through time and will need constant upkeep to remain reliable. In attempting to do more tasks with less code, we are inevitably forcing code to be used in many different contexts, so a bug will often only be manifest in some uncommon or unexpected use case. Also, testing of the interaction between high-level components requires a great deal of low-level work, even if the low-level components are known to be reliable.

Keywords: Derivatives; Quantitative; Numerical; Code Generation; C++; C++11; Algorithms; Coding; Protocols; Interfaces; Persistence; Indices; Underdetermined; Multiple Dispatch; Extensibility (search for similar items in EconPapers)
Date: 2015
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