- Class ActualActual  
- the correctness of the results is checked against known good values.  
- Class AnalyticAmericanMargrabeEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class AnalyticBarrierEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class AnalyticBSMHullWhiteEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class AnalyticCliquetEngine  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
 
- Class AnalyticCompoundOptionEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class AnalyticContinuousFixedLookbackEngine  
- returned values are verified against results from literature  
- Class AnalyticContinuousFloatingLookbackEngine  
- returned values verified against results from literature  
- Class AnalyticContinuousGeometricAveragePriceAsianEngine  
- 
- the correctness of the returned value is tested by reproducing results available in literature, and results obtained using a discrete average approximation.
- the correctness of the returned greeks is tested by reproducing numerical derivatives. 
 
- Class AnalyticDigitalAmericanEngine  
- 
- the correctness of the returned value in case of cash-or-nothing at-hit digital payoff is tested by reproducing results available in literature.
- the correctness of the returned value in case of asset-or-nothing at-hit digital payoff is tested by reproducing results available in literature.
- the correctness of the returned value in case of cash-or-nothing at-expiry digital payoff is tested by reproducing results available in literature.
- the correctness of the returned value in case of asset-or-nothing at-expiry digital payoff is tested by reproducing results available in literature.
- the correctness of the returned greeks in case of cash-or-nothing at-hit digital payoff is tested by reproducing numerical derivatives.  
 
- Class AnalyticDiscreteGeometricAveragePriceAsianEngine  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the available greeks is tested against numerical calculations. 
 
- Class AnalyticDiscreteGeometricAverageStrikeAsianEngine  
- 
- the correctness of the returned value is tested by reproducing known good results. 
 
- Class AnalyticDividendEuropeanEngine  
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
- Class AnalyticEuropeanEngine  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
- the correctness of the returned implied volatility is tested by using it for reproducing the target value.
- the implied-volatility calculation is tested by checking that it does not modify the option.
- the correctness of the returned value in case of cash-or-nothing digital payoff is tested by reproducing results available in literature.
- the correctness of the returned value in case of asset-or-nothing digital payoff is tested by reproducing results available in literature.
- the correctness of the returned value in case of gap digital payoff is tested by reproducing results available in literature.
- the correctness of the returned greeks in case of cash-or-nothing digital payoff is tested by reproducing numerical derivatives.  
 
- Class AnalyticEuropeanMargrabeEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class AnalyticGJRGARCHEngine  
- the correctness of the returned value is tested by reproducing results available in the Duan et al's 2006 paper.  
- Class AnalyticHestonEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.  
- Class AnalyticHestonHullWhiteEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature, testing against QuantLib's analytic Heston and Black-Scholes-Merton Hull-White engine  
- Class AnalyticPerformanceEngine  
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
- Class Array  
- construction of arrays is checked in a number of cases  
- Class BaroneAdesiWhaleyApproximationEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class BatesEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature, testing against QuantLib's jump diffusion engine and comparison with Black pricing.  
- Class BatesModel  
- calibration is tested against known values.  
- Class BinomialVanillaEngine< T >  
- the correctness of the returned values is tested by checking it against analytic results. 
- Class Bisection  
- the correctness of the returned values is tested by checking them against known good results.  
- Class BivariateCumulativeNormalDistributionDr78  
- the correctness of the returned value is tested by checking it against known good results.  
- Class BivariateCumulativeNormalDistributionWe04DP  
- the correctness of the returned value is tested by checking it against known good results.  
- Class BjerksundStenslandApproximationEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class Bond  
- 
- price/yield calculations are cross-checked for consistency.
- price/yield calculations are checked against known good values.  
 
- Class Brazil  
- the correctness of the returned results is tested against a list of known holidays.  
- Class Brent  
- the correctness of the returned values is tested by checking them against known good results.  
- Class Calendar  
- the methods for adding and removing holidays are tested by inspecting the calendar before and after their invocation.  
- Class CapFloor  
- 
- the correctness of the returned value is tested by checking that the price of a cap (resp. floor) decreases (resp. increases) with the strike rate.
- the relationship between the values of caps, floors and the resulting collars is checked.
- the put-call parity between the values of caps, floors and swaps is checked.
- the correctness of the returned implied volatility is tested by using it for reproducing the target value.
- the correctness of the returned value is tested by checking it against a known good value.  
 
- Class CmsRateBond  
- calculations are tested by checking results against cached values.  
- Class CompositeQuote< BinaryFunction >  
- the correctness of the returned values is tested by checking them against numerical calculations.  
- Class ConvergenceStatistics< T, U >  
- results are tested against known good values.  
- Class CovarianceDecomposition  
- cross checked with getCovariance  
- Class CubicInterpolation  
- to be adapted from old ones. 
- Class CumulativePoissonDistribution  
- the correctness of the returned value is tested by checking it against known good results.  
- Class Date  
- self-consistency of dates, serial numbers, days of month, months, and weekdays is checked over the whole date range.  
- Class DerivedQuote< UnaryFunction >  
- the correctness of the returned values is tested by checking them against numerical calculations.  
- Class DigitalCoupon  
- 
- the correctness of the returned value in case of Asset-or-nothing embedded option is tested by pricing the digital option with Cox-Rubinstein formula.
- the correctness of the returned value in case of deep-in-the-money Asset-or-nothing embedded option is tested vs the expected values of coupon and option.
- the correctness of the returned value in case of deep-out-of-the-money Asset-or-nothing embedded option is tested vs the expected values of coupon and option.
- the correctness of the returned value in case of Cash-or-nothing embedded option is tested by pricing the digital option with Reiner-Rubinstein formula.
- the correctness of the returned value in case of deep-in-the-money Cash-or-nothing embedded option is tested vs the expected values of coupon and option.
- the correctness of the returned value in case of deep-out-of-the-money Cash-or-nothing embedded option is tested vs the expected values of coupon and option.
- the correctness of the returned value is tested checking the correctness of the call-put parity relation.
- the correctness of the returned value is tested by the relationship between prices in case of different replication types.  
 
- Class DPlusDMinus  
- the correctness of the returned values is tested by checking them against numerical calculations.  
- Class DZero  
- the correctness of the returned values is tested by checking them against numerical calculations.  
- Class ExchangeRate  
- application of direct and derived exchange rate is tested against calculations.  
- Class ExchangeRateManager  
- lookup of direct, triangulated, and derived exchange rates is tested.  
- Class Factorial  
- the correctness of the returned value is tested by checking it against numerical calculations.  
- Class FalsePosition  
- the correctness of the returned values is tested by checking them against known good results.  
- Class FaureRsg  
- the correctness of the returned values is tested by reproducing known good values.  
- Class Fd2dBlackScholesVanillaEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Kirk approximation.  
- Class FDAmericanEngine< Scheme >  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
 
- Class FdBlackScholesBarrierEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.  
- Class FDDividendAmericanEngine< Scheme >  
- 
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
- the invariance of the results upon addition of null dividends is tested.  
 
- Class FDDividendEuropeanEngine< Scheme >  
- 
- the correctness of the returned greeks is tested by reproducing numerical derivatives.
- the invariance of the results upon addition of null dividends is tested.  
 
- Class FDEuropeanEngine< Scheme >  
- the correctness of the returned value is tested by checking it against analytic results.  
- Class FdHestonBarrierEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.  
- Class FdHestonHullWhiteVanillaEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black/Heston pricing.  
- Class FdHestonVanillaEngine  
- the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.  
- Class FDShoutEngine< Scheme >  
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
- Class FFTVanillaEngine  
- the correctness of the returned values is tested by comparison with Black Scholes pricing.  
- Class FFTVarianceGammaEngine  
- the correctness of the returned values is tested by comparison with known good values and the analytic approach  
- Class FiniteDifferenceNewtonSafe  
- the correctness of the returned values is tested by checking them against known good results.  
- Class FixedRateBond  
- calculations are tested by checking results against cached values.  
- Class FloatingRateBond  
- calculations are tested by checking results against cached values.  
- Class ForwardPerformanceVanillaEngine< Engine >  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
 
- Class ForwardSpreadedTermStructure  
- 
- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure and in the added spread is checked.  
 
- Class ForwardVanillaEngine< Engine >  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
 
- Class GammaFunction  
- the correctness of the returned value is tested by checking it against known good results.  
- Class GaussianQuadrature  
- the correctness of the result is tested by checking it against known good values.  
- Class GaussKronrodAdaptive  
- the correctness of the result is tested by checking it against known good values.  
- Class GeneralLinearLeastSquares  
- the correctness of the returned values is tested by checking their properties.  
- Class GenericSequenceStatistics< StatisticsType >  
- the correctness of the returned values is tested by checking them against numerical calculations.  
- Class Germany  
- the correctness of the returned results is tested against a list of known holidays.  
- Class GJRGARCHModel  
- calibration is not implemented for GJR-GARCH  
- Class HaltonRsg  
- 
- the correctness of the returned values is tested by reproducing known good values.
- the correctness of the returned values is tested by checking their discrepancy against known good values.  
 
- Class HestonModel  
- calibration is tested against known good values.  
- Class HullWhite  
- calibration results are tested against cached values 
- Class ImpliedTermStructure  
- 
- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure is checked.  
 
- Class Instrument  
- observability of class instances is checked.  
- Class InterestRate  
- Converted rates are checked against known good results  
- Class InverseCumulativePoisson  
- the correctness of the returned value is tested by checking it against known good results.  
- Class Italy  
- the correctness of the returned results is tested against a list of known holidays.  
- Class JointCalendar  
- the correctness of the returned results is tested by reproducing the calculations.  
- Class JumpDiffusionEngine  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
 
- Class JuQuadraticApproximationEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class KirkEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class LfmHullWhiteParameterization  
- the correctness is tested by Monte-Carlo reproduction of caplet & ratchet npvs and comparison with Black pricing.  
- Class LiborForwardModel  
- the correctness is tested using Monte-Carlo Simulation to reproduce swaption npvs, model calibration and exact cap pricing  
- Class LiborForwardModelProcess  
- the correctness is tested by Monte-Carlo reproduction of caplet & ratchet NPVs and comparison with Black pricing. 
- Class LongstaffSchwartzMultiPathPricer  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class LongstaffSchwartzPathPricer< PathType >  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class MCAmericanEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class MCBarrierEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class MCDigitalEngine< RNG, S >  
- the correctness of the returned value in case of cash-or-nothing at-hit digital payoff is tested by reproducing known good results.  
- Class MCDiscreteArithmeticAPEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class MCDiscreteGeometricAPEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class MCEuropeanBasketEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class MCEuropeanEngine< RNG, S >  
- the correctness of the returned value is tested by checking it against analytic results.  
- Class MCEuropeanGJRGARCHEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class MCEuropeanHestonEngine< RNG, S >  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S >  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >  
- the correctness of the returned value is tested by reproducing results available in web/literature  
- Class MCVarianceSwapEngine< RNG, S >  
- returned fair variances checked for consistency with implied volatility curve.  
- Class MersenneTwisterUniformRng  
- the correctness of the returned values is tested by checking them against known good results.  
- Class Money  
- money arithmetic is tested with and without currency conversions.  
- Class MultiCubicSpline< i >  
- interpolated values are checked against the original function. 
- Class MultiPathGenerator< GSG >  
- the generated paths are checked against cached results  
- Class Newton  
- the correctness of the returned values is tested by checking them against known good results.  
- Class NewtonSafe  
- the correctness of the returned values is tested by checking them against known good results.  
- Class NormalDistribution  
- the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the CumulativeNormalDistribution and InverseCumulativeNormal classes.  
- Class OperatorFactory  
- coefficients are tested against constant BSM operator  
- Class PathGenerator< GSG >  
- the generated paths are checked against cached results  
- Class Period  
- self-consistency of algebra is checked.  
- Class PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >  
- 
- the correctness of the returned values is tested by checking them against the original inputs.
- the observability of the term structure is tested.  
 
- Class PoissonDistribution  
- the correctness of the returned value is tested by checking it against known good results.  
- Member pseudoSqrt  
- 
- the correctness of the results is tested by reproducing known good data.
- the correctness of the results is tested by checking returned values against numerical calculations.  
 
- Member QuantLib::BSMTermOperator  
- coefficients are tested against constant BSM operator  
- Class QuantoEngine< Instr, Engine >  
- 
- the correctness of the returned value is tested by reproducing results available in literature.
- the correctness of the returned greeks is tested by reproducing numerical derivatives.  
 
- Class Quote  
- the observability of class instances is tested.  
- Class RandomizedLDS< LDS, PRS >  
- correct initialization is tested.  
- Class ReplicatingVarianceSwapEngine  
- returned variances verified against results from literature  
- Class Ridder  
- the correctness of the returned values is tested by checking them against known good results.  
- Class Rounding  
- the correctness of the returned values is tested by checking them against known good results.  
- Class Secant  
- the correctness of the returned values is tested by checking them against known good results.  
- Class SeedGenerator  
- correct initialization of the single instance is tested.  
- Class SegmentIntegral  
- the correctness of the result is tested by checking it against known good values.  
- Class SimpleDayCounter  
- the correctness of the results is checked against known good values.  
- Class SimpsonIntegral  
- the correctness of the result is tested by checking it against known good values.  
- Class SobolRsg  
- 
- the correctness of the returned values is tested by reproducing known good values.
- the correctness of the returned values is tested by checking their discrepancy against known good values.  
 
- Class StulzEngine  
- the correctness of the returned value is tested by reproducing results available in literature.  
- Class SVD  
- the correctness of the returned values is tested by checking their properties.  
- Class Swaption  
- 
- the correctness of the returned value is tested by checking that the price of a payer (resp. receiver) swaption decreases (resp. increases) with the strike.
- the correctness of the returned value is tested by checking that the price of a payer (resp. receiver) swaption increases (resp. decreases) with the spread.
- the correctness of the returned value is tested by checking it against that of a swaption on a swap with no spread and a correspondingly adjusted fixed rate.
- the correctness of the returned value is tested by checking it against a known good value.
- the correctness of the returned value of cash settled swaptions is tested by checking the modified annuity against a value calculated without using the Swaption class. 
 
- Class SymmetricSchurDecomposition  
- the correctness of the returned values is tested by checking their properties.  
- Class TARGET  
- the correctness of the returned results is tested against a list of known holidays.  
- Class TqrEigenDecomposition  
- the correctness of the result is tested by checking it against known good values.  
- Class TrapezoidIntegral< IntegrationPolicy >  
- the correctness of the result is tested by checking it against known good values.  
- Class TreeSwaptionEngine  
- calculations are checked against cached results  
- Class TreeVanillaSwapEngine  
- calculations are checked against known good results  
- Class UnitedKingdom  
- the correctness of the returned results is tested against a list of known holidays.  
- Class UnitedStates  
- the correctness of the returned results is tested against a list of known holidays.  
- Class UnitOfMeasureConversionManager  
- lookup of direct unit of measure conversion is tested.  
- Class VanillaSwap  
- 
- the correctness of the returned value is tested by checking that the price of a swap paying the fair fixed rate is null.
- the correctness of the returned value is tested by checking that the price of a swap receiving the fair floating-rate spread is null.
- the correctness of the returned value is tested by checking that the price of a swap decreases with the paid fixed rate.
- the correctness of the returned value is tested by checking that the price of a swap increases with the received floating-rate spread.
- the correctness of the returned value is tested by checking it against a known good value.  
 
- Class VarianceGammaEngine  
- the correctness of the returned values is tested by checking it against known good results.  
- Class YieldTermStructure  
- observability against evaluation date changes is checked.  
- Class YoYInflationCapFloor  
- 
- the relationship between the values of caps, floors and the resulting collars is checked.
- the put-call parity between the values of caps, floors and swaps is checked.
- the correctness of the returned value is tested by checking it against a known good value.  
 
- Class ZeroCouponBond  
- calculations are tested by checking results against cached values.  
- Class ZeroSpreadedTermStructure  
- 
- the correctness of the returned values is tested by checking them against numerical calculations.
- observability against changes in the underlying term structure and in the added spread is checked.