Use test-suite namespaces to avoid ambiguities.

BOOST_AUTO_TEST_SUITE defines a namespace, so utilities in test files don't need to be in a namespace (anonymous or otherwise) to avoid ambiguities, even in unity builds.
lballabio · Dec 14, 2023 · b0160d0 · b0160d0
1 parent 540a575
commit b0160d0
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Showing 169 changed files with 863 additions and 1,626 deletions.
diff --git a/test-suite/americanoption.cpp b/test-suite/americanoption.cpp
@@ -48,6 +48,10 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(AmericanOptionTests)
+
 #undef REPORT_FAILURE
 #define REPORT_FAILURE(greekName, payoff, exercise, s, q, r, today, \
                        v, expected, calculated, error, tolerance) \
@@ -83,10 +87,6 @@ namespace {
 
 }
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
-
-BOOST_AUTO_TEST_SUITE(AmericanOptionTest)
-
 BOOST_AUTO_TEST_CASE(testBaroneAdesiWhaleyValues) {
 
     BOOST_TEST_MESSAGE("Testing Barone-Adesi and Whaley approximation "
@@ -2243,4 +2243,4 @@ BOOST_AUTO_TEST_CASE(testSingleBjerksundStenslandGreeks) {
 
 BOOST_AUTO_TEST_SUITE_END()
 
-BOOST_AUTO_TEST_SUITE_END()
+BOOST_AUTO_TEST_SUITE_END()
diff --git a/test-suite/amortizingbond.cpp b/test-suite/amortizingbond.cpp
@@ -31,9 +31,9 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
 
-BOOST_AUTO_TEST_SUITE(AmortizingBondTest)
+BOOST_AUTO_TEST_SUITE(AmortizingBondTests)
 
 BOOST_AUTO_TEST_CASE(testAmortizingFixedRateBond) {
     BOOST_TEST_MESSAGE("Testing amortizing fixed rate bond...");

diff --git a/test-suite/andreasenhugevolatilityinterpl.cpp b/test-suite/andreasenhugevolatilityinterpl.cpp
@@ -45,7 +45,11 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
-namespace andreasen_huge_volatility_interpl_test {
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(AndreasenHugeVolatilityInterplTests)
+
+namespace {
 
     struct CalibrationData {
         const Handle<Quote> spot;
@@ -387,17 +391,11 @@ namespace andreasen_huge_volatility_interpl_test {
 }
 
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
-
-BOOST_AUTO_TEST_SUITE(AndreasenHugeVolatilityInterplTest)
-
 BOOST_AUTO_TEST_CASE(testAndreasenHugePut, *precondition(if_speed(Fast))) {
 
     BOOST_TEST_MESSAGE(
         "Testing Andreasen-Huge example with Put calibration...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData data = AndreasenHugeExampleData();
 
     const CalibrationResults expected = {
@@ -415,8 +413,6 @@ BOOST_AUTO_TEST_CASE(testAndreasenHugeCall) {
     BOOST_TEST_MESSAGE(
         "Testing Andreasen-Huge example with Call calibration...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData data = AndreasenHugeExampleData();
 
     const CalibrationResults expected = {
@@ -435,8 +431,6 @@ BOOST_AUTO_TEST_CASE(testAndreasenHugeCallPut, *precondition(if_speed(Fast))) {
         "Testing Andreasen-Huge example with instantaneous "
          "Call and Put calibration...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData data = AndreasenHugeExampleData();
 
     const CalibrationResults expected = {
@@ -453,8 +447,6 @@ BOOST_AUTO_TEST_CASE(testLinearInterpolation, *precondition(if_speed(Fast))) {
     BOOST_TEST_MESSAGE(
         "Testing Andreasen-Huge example with linear interpolation...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData data = AndreasenHugeExampleData();
 
     const CalibrationResults expected = {
@@ -471,8 +463,6 @@ BOOST_AUTO_TEST_CASE(testPiecewiseConstantInterpolation, *precondition(if_speed(
     BOOST_TEST_MESSAGE(
         "Testing Andreasen-Huge example with piecewise constant interpolation...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData data = AndreasenHugeExampleData();
 
     const CalibrationResults expected = {
@@ -491,8 +481,6 @@ BOOST_AUTO_TEST_CASE(testTimeDependentInterestRates, *precondition(if_speed(Fast
         "Testing Andreasen-Huge volatility interpolation with "
         "time dependent interest rates and dividend yield...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData data = AndreasenHugeExampleData();
 
     const DayCounter dc = data.rTS->dayCounter();
@@ -635,8 +623,6 @@ BOOST_AUTO_TEST_CASE(testArbitrageFree) {
         "Testing Andreasen-Huge volatility interpolation gives "
         "arbitrage free prices...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     CalibrationData data[] = { BorovkovaExampleData(), arbitrageData() };;
 
     for (auto& i : data) {
@@ -829,8 +815,6 @@ BOOST_AUTO_TEST_CASE(testPeterAndFabiensExample) {
 
     // http://chasethedevil.github.io/post/andreasen-huge-extrapolation/
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const std::pair<CalibrationData, std::vector<Real> > sd = sabrData();
     const CalibrationData& data = sd.first;
     const std::vector<Real>& parameter = sd.second;
@@ -876,8 +860,6 @@ BOOST_AUTO_TEST_CASE(testDifferentOptimizers) {
         "Testing different optimizer for Andreasen-Huge "
         "volatility interpolation...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const CalibrationData& data = sabrData().first;
 
     const ext::shared_ptr<OptimizationMethod> optimizationMethods[] = {
@@ -981,8 +963,6 @@ BOOST_AUTO_TEST_CASE(testFlatVolCalibration) {
     BOOST_TEST_MESSAGE(
         "Testing Andreasen-Huge example with flat volatility surface...");
 
-    using namespace andreasen_huge_volatility_interpl_test;
-
     const Date ref(1, November, 2019);
     const DayCounter dc = Actual365Fixed();
     Settings::instance().evaluationDate() = ref;

diff --git a/test-suite/array.cpp b/test-suite/array.cpp
@@ -25,23 +25,21 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
-namespace array_test {
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(ArrayTests)
+
+namespace {
     class FSquared {
       public:
         Real operator()(Real x) const { return x*x; }
     };
 }
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
-
-BOOST_AUTO_TEST_SUITE(ArrayTest)
-
 BOOST_AUTO_TEST_CASE(testConstruction) {
 
     BOOST_TEST_MESSAGE("Testing array construction...");
 
-    using namespace array_test;
-
     // empty array
     Array a1;
     if (!a1.empty())

diff --git a/test-suite/asianoptions.cpp b/test-suite/asianoptions.cpp
@@ -50,6 +50,10 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(AsianOptionTests)
+
 #undef REPORT_FAILURE
 #define REPORT_FAILURE(greekName, averageType, \
                        runningAccumulator, pastFixings, \
@@ -142,10 +146,6 @@ namespace {
     };
 }
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
-
-BOOST_AUTO_TEST_SUITE(AsianOptionTest)
-
 BOOST_AUTO_TEST_CASE(testAnalyticContinuousGeometricAveragePrice) {
 
     BOOST_TEST_MESSAGE(
@@ -2241,7 +2241,7 @@ BOOST_AUTO_TEST_CASE(testAnalyticDiscreteGeometricAveragePriceHeston) {
     ext::shared_ptr<AnalyticDiscreteGeometricAveragePriceAsianHestonEngine> engine(new
                                                                                    AnalyticDiscreteGeometricAveragePriceAsianHestonEngine(hestonProcess));
 
-    AsianOptionTest::testDiscreteGeometricAveragePriceHeston(engine, tol);
+    AsianOptionTests::testDiscreteGeometricAveragePriceHeston(engine, tol);
 }
 
 BOOST_AUTO_TEST_CASE(testDiscreteGeometricAveragePriceHestonPastFixings) {

diff --git a/test-suite/assetswap.cpp b/test-suite/assetswap.cpp
@@ -57,7 +57,11 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
-namespace asset_swap_test {
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(AssetSwapTests)
+
+namespace {
 
     struct CommonVars {
         // common data
@@ -113,16 +117,10 @@ namespace asset_swap_test {
 }
 
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture) // fails with QL_USE_INDEXED_COUPON
-
-BOOST_AUTO_TEST_SUITE(AssetSwapTest)
-
 BOOST_AUTO_TEST_CASE(testConsistency) {
     BOOST_TEST_MESSAGE(
                  "Testing consistency between fair price and fair spread...");
 
-    using namespace asset_swap_test;
-
     CommonVars vars;
 
     Calendar bondCalendar = TARGET();
@@ -509,8 +507,6 @@ BOOST_AUTO_TEST_CASE(testImpliedValue) {
     BOOST_TEST_MESSAGE("Testing implied bond value against asset-swap fair"
                        " price with null spread...");
 
-    using namespace asset_swap_test;
-
     bool usingAtParCoupons = IborCoupon::Settings::instance().usingAtParCoupons();
 
     CommonVars vars;
@@ -877,8 +873,6 @@ BOOST_AUTO_TEST_CASE(testMarketASWSpread) {
     BOOST_TEST_MESSAGE("Testing relationship between market asset swap"
                        " and par asset swap...");
 
-    using namespace asset_swap_test;
-
     bool usingAtParCoupons = IborCoupon::Settings::instance().usingAtParCoupons();
 
     CommonVars vars;
@@ -1317,8 +1311,6 @@ BOOST_AUTO_TEST_CASE(testZSpread) {
     BOOST_TEST_MESSAGE("Testing clean and dirty price with null Z-spread "
                        "against theoretical prices...");
 
-    using namespace asset_swap_test;
-
     CommonVars vars;
 
     Calendar bondCalendar = TARGET();
@@ -1639,8 +1631,6 @@ BOOST_AUTO_TEST_CASE(testGenericBondImplied) {
     BOOST_TEST_MESSAGE("Testing implied generic-bond value against"
                        " asset-swap fair price with null spread...");
 
-    using namespace asset_swap_test;
-
     bool usingAtParCoupons = IborCoupon::Settings::instance().usingAtParCoupons();
 
     CommonVars vars;
@@ -2029,8 +2019,6 @@ BOOST_AUTO_TEST_CASE(testMASWWithGenericBond) {
     BOOST_TEST_MESSAGE("Testing market asset swap against par asset swap "
                        "with generic bond...");
 
-    using namespace asset_swap_test;
-
     bool usingAtParCoupons = IborCoupon::Settings::instance().usingAtParCoupons();
 
     CommonVars vars;
@@ -2504,8 +2492,6 @@ BOOST_AUTO_TEST_CASE(testZSpreadWithGenericBond) {
     BOOST_TEST_MESSAGE("Testing clean and dirty price with null Z-spread "
                        "against theoretical prices...");
 
-    using namespace asset_swap_test;
-
     CommonVars vars;
 
     Calendar bondCalendar = TARGET();
@@ -2870,8 +2856,6 @@ BOOST_AUTO_TEST_CASE(testSpecializedBondVsGenericBond) {
     BOOST_TEST_MESSAGE("Testing clean and dirty prices for specialized bond"
                        " against equivalent generic bond...");
 
-    using namespace asset_swap_test;
-
     CommonVars vars;
 
     Calendar bondCalendar = TARGET();
@@ -3431,8 +3415,6 @@ BOOST_AUTO_TEST_CASE(testSpecializedBondVsGenericBondUsingAsw) {
     BOOST_TEST_MESSAGE("Testing asset-swap prices and spreads for specialized"
                        " bond against equivalent generic bond...");
 
-    using namespace asset_swap_test;
-
     CommonVars vars;
 
     Calendar bondCalendar = TARGET();
@@ -4257,4 +4239,4 @@ BOOST_AUTO_TEST_CASE(testSpecializedBondVsGenericBondUsingAsw) {
 
 BOOST_AUTO_TEST_SUITE_END()
 
-BOOST_AUTO_TEST_SUITE_END()
+BOOST_AUTO_TEST_SUITE_END()
diff --git a/test-suite/autocovariances.cpp b/test-suite/autocovariances.cpp
@@ -24,9 +24,9 @@
 using namespace QuantLib;
 using namespace boost::unit_test_framework;
 
-BOOST_FIXTURE_TEST_SUITE(QuantLibTest, TopLevelFixture)
+BOOST_FIXTURE_TEST_SUITE(QuantLibTests, TopLevelFixture)
 
-BOOST_AUTO_TEST_SUITE(AutocovariancesTest)
+BOOST_AUTO_TEST_SUITE(AutocovariancesTests)
 
 BOOST_AUTO_TEST_CASE(testConvolutions) {
     BOOST_TEST_MESSAGE("Testing convolutions...");
@@ -89,4 +89,4 @@ BOOST_AUTO_TEST_CASE(testAutoCorrelations) {
 
 BOOST_AUTO_TEST_SUITE_END()
 
-BOOST_AUTO_TEST_SUITE_END()
+BOOST_AUTO_TEST_SUITE_END()