Surefire Report

Summary

[Summary] [Package List] [Test Cases]

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

Package List

[Summary] [Package List] [Test Cases]

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

	Class	Tests	Errors	Failures	Skipped	Success Rate	Time
	MonteCarloBlackScholesModelTest	3	0	0	0	100%	27.223
	BrownianMotionTest	2	0	0	0	100%	12.148
	LIBORMarketModelCalibrationTest	6	0	0	0	100%	884.706
	RandomVariableGPUTest	7	0	0	0	100%	1.342
	LIBORMarketModelCalibrationATMTest	3	0	0	0	100%	861.079

net.finmath.cuda.montecarlo

	Class	Tests	Errors	Failures	Skipped	Success Rate	Time
	BrownianMotionMemoryTest	1	0	0	0	100%	12.627

Test Cases

[Summary] [Package List] [Test Cases]

MonteCarloBlackScholesModelTest

	testProductImplementation	3.033
	testProductImplementation	4.243
	testProductImplementation	19.947

BrownianMotionTest

	testBrownianMotion	6.695
	testBrownianMotion	5.453

LIBORMarketModelCalibrationTest

	testSwaptionSmileCalibration	106.837
	testSwaptionSmileCalibration	45.417
	testSwaptionSmileCalibration	205.32
	testSwaptionSmileCalibration	89.748
	testSwaptionSmileCalibration	244.953
	testSwaptionSmileCalibration	192.431

RandomVariableGPUTest

	testRandomVariableArithmeticSqrtPow	0.83
	testRandomVariableStandardDeviation	0.016
	testRandomVariableArithmeticSquaredPow	0.016
	testRandomVariableOperators	0.403
	testRandomVariableStochastic	0.021
	testRandomVariableAverage	0.045
	testRandomVariableDeterministc	0.011

LIBORMarketModelCalibrationATMTest

	testATMSwaptionCalibration	612
	testATMSwaptionCalibration	246.769
	testATMSwaptionCalibration	2.31

BrownianMotionMemoryTest

testBrownianMotionMemory

12.62