Surefire Report

Summary

[Summary] [Package List] [Test Cases]


Tests Errors Failures Skipped Success Rate Time
26 0 0 0 100% 655.949

Note: failures are anticipated and checked for with assertions while errors are unanticipated.


Package List

[Summary] [Package List] [Test Cases]


Package Tests Errors Failures Skipped Success Rate Time
net.finmath.montecarlo 19 0 0 0 100% 111.208
net.finmath.montecarlo.interestrates 4 0 0 0 100% 525.059
net.finmath.montecarlo.assetderivativevaluation 3 0 0 0 100% 19.682

Note: package statistics are not computed recursively, they only sum up all of its testsuites numbers.

net.finmath.montecarlo

Class Tests Errors Failures Skipped Success Rate Time
BrownianMotionTest 4 0 0 0 100% 100.972
RandomVariableGPUTest 14 0 0 0 100% 3.014
BrownianMotionMemoryTest 1 0 0 0 100% 7.222

net.finmath.montecarlo.interestrates

Class Tests Errors Failures Skipped Success Rate Time
LIBORMarketModelCalibrationTest 4 0 0 0 100% 525.059

net.finmath.montecarlo.assetderivativevaluation

Class Tests Errors Failures Skipped Success Rate Time
MonteCarloBlackScholesModelTest 3 0 0 0 100% 19.682

Test Cases

[Summary] [Package List] [Test Cases]

BrownianMotionTest

testBrownianMotion[0] 34.484
testBrownianMotion[1] 54.621
testBrownianMotion[2] 6.604
testBrownianMotion[3] 5.204

RandomVariableGPUTest

testRandomVariableArithmeticSqrtPow[OpenCL] 1.966
testRandomVariableStandardDeviation[OpenCL] 0.025
testRandomVariableArithmeticSquaredPow[OpenCL] 0.02
testRandomVariableOperators[OpenCL] 0.548
testRandomVariableStochastic[OpenCL] 0.021
testRandomVariableAverage[OpenCL] 0.018
testRandomVariableDeterministc[OpenCL] 0.018
testRandomVariableArithmeticSqrtPow[Cuda] 0.022
testRandomVariableStandardDeviation[Cuda] 0.022
testRandomVariableArithmeticSquaredPow[Cuda] 0.019
testRandomVariableOperators[Cuda] 0.213
testRandomVariableStochastic[Cuda] 0.019
testRandomVariableAverage[Cuda] 0.021
testRandomVariableDeterministc[Cuda] 0.019

MonteCarloBlackScholesModelTest

testProductImplementation[0] 2.533
testProductImplementation[1] 1.196
testProductImplementation[2] 0.934

BrownianMotionMemoryTest

testBrownianMotionMemory 7.168

LIBORMarketModelCalibrationTest

testSwaptionSmileCalibration[0] 81.862
testSwaptionSmileCalibration[1] 119.278
testSwaptionSmileCalibration[2] 143.612
testSwaptionSmileCalibration[3] 180.228