Surefire Report

Summary

[Summary] [Package List] [Test Cases]


Tests Errors Failures Skipped Success Rate Time
19 0 0 0 100% 1,627.66

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
19 0 0 0 100% 1,627.66

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

Class Tests Errors Failures Skipped Success Rate Time
LIBORMarketModelCalibrationATMTest 3 0 0 0 100% 822.409
RandomVariableGPUTest 7 0 0 0 100% 1.2
MonteCarloBlackScholesModelTest 3 0 0 0 100% 7.611
LIBORMarketModelCalibrationTest 6 0 0 0 100% 796.44

Test Cases

[Summary] [Package List] [Test Cases]

LIBORMarketModelCalibrationATMTest

testATMSwaptionCalibration 748.77
testATMSwaptionCalibration 72.276
testATMSwaptionCalibration 1.363

RandomVariableGPUTest

testRandomVariableArithmeticSqrtPow 0.612
testRandomVariableStandardDeviation 0.02
testRandomVariableArithmeticSquaredPow 0.02
testRandomVariableOperators 0.44
testRandomVariableStochastic 0.027
testRandomVariableAverage 0.07
testRandomVariableDeterministc 0.011

MonteCarloBlackScholesModelTest

testProductImplementation 2.648
testProductImplementation 3.796
testProductImplementation 1.167

LIBORMarketModelCalibrationTest

testSwaptionSmileCalibration 138.753
testSwaptionSmileCalibration 44.092
testSwaptionSmileCalibration 204.347
testSwaptionSmileCalibration 87.543
testSwaptionSmileCalibration 133.692
testSwaptionSmileCalibration 188.013