def test_1(self):
c = HestonHullWhiteCorrelationConstraint(-0.5)
# Heston parameter p[3] is correlation
p = qlarray_from_pyarray([1, 1, 1, 0.5, 1])
res = c.test(p)
self.assertEqual(res, True)
def test_array_conversion(self):
p = [1,2,3,4]
x = qlarray_from_pyarray(p)
self.assertEqual(x[2], p[2])
def test_array_conversion(self):
p = [1, 2, 3, 4]
x = qlarray_from_pyarray(p)
self.assertEqual(x[2], p[2])
