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
	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