Surefire Report

Summary

[Summary] [Package List] [Test Cases]


Tests Errors Failures Skipped Success Rate Time
29 0 0 0 100% 966.323

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% 91.868
net.finmath.montecarlo.interestrates 4 0 0 0 100% 847.964
net.finmath.montecarlo.assetderivativevaluation 6 0 0 0 100% 26.491

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% 88.168
RandomVariableGPUTest 14 0 0 0 100% 0.56
BrownianMotionMemoryTest 1 0 0 0 100% 3.14

net.finmath.montecarlo.interestrates

Class Tests Errors Failures Skipped Success Rate Time
LIBORMarketModelCalibrationTest 4 0 0 0 100% 847.964

net.finmath.montecarlo.assetderivativevaluation

Class Tests Errors Failures Skipped Success Rate Time
MonteCarloBlackScholesModelTest 6 0 0 0 100% 26.491

Test Cases

[Summary] [Package List] [Test Cases]

BrownianMotionTest

testBrownianMotion[0] 31.721
testBrownianMotion[1] 47.509
testBrownianMotion[2] 6.33
testBrownianMotion[3] 2.608

RandomVariableGPUTest

testRandomVariableArithmeticSqrtPow[0] 0.046
testRandomVariableStandardDeviation[0] 0.018
testRandomVariableOpenCL[0] 0.176
testRandomVariableArithmeticSquaredPow[0] 0.02
testRandomVariableStochastic[0] 0.034
testRandomVariableAverage[0] 0.019
testRandomVariableDeterministc[0] 0.017
testRandomVariableArithmeticSqrtPow[1] 0.019
testRandomVariableStandardDeviation[1] 0.026
testRandomVariableOpenCL[1] 0.105
testRandomVariableArithmeticSquaredPow[1] 0.018
testRandomVariableStochastic[1] 0.028
testRandomVariableAverage[1] 0.017
testRandomVariableDeterministc[1] 0.017

MonteCarloBlackScholesModelTest

testProductImplementation[0] 5.918
testProductImplementation[1] 5.427
testProductImplementation[2] 7.158
testProductImplementation[3] 3.22
testProductImplementation[4] 0.581
testProductImplementation[5] 4.187

BrownianMotionMemoryTest

testBrownianMotionMemory 3.14

LIBORMarketModelCalibrationTest

testSwaptionSmileCalibration[0] 156.859
testSwaptionSmileCalibration[1] 166.695
testSwaptionSmileCalibration[2] 232.803
testSwaptionSmileCalibration[3] 291.607