Changed number of path
@@ -84,7 +84,7 @@ import net.finmath.time.daycount.DayCountConvention_ACT_365;
*/
public class LIBORMarketModelWithTenorRefinementCalibrationTest {
- private final int numberOfPaths = 10000;
+ private final int numberOfPaths = 7500;
private final int numberOfFactors = 1;
private static DecimalFormat formatterValue = new DecimalFormat(" ##0.0000%;-##0.0000%", new DecimalFormatSymbols(Locale.ENGLISH));
@@ -410,7 +410,7 @@ public class LIBORMarketModelWithTenorRefinementCalibrationTest {
Map<String, Object> calibrationParameters = new HashMap<String, Object>();
calibrationParameters.put("accuracy", accuracy);
calibrationParameters.put("brownianMotion", brownianMotion);
- calibrationParameters.put("parameterStep", i == 0 ? new Double(1E-5) : new Double(5E-5) );
+ calibrationParameters.put("parameterStep", i == 0 ? new Double(5E-5) : new Double(5E-5) );
calibrationParameters.put("optimizerFactory", optimizerFactory);
if(i==0) calibrationParameters.put("brownianMotion", new net.finmath.montecarlo.BrownianMotion(timeDiscretization, numberOfFactors, numberOfPaths, 31415 /* seed */));
if(i==1) calibrationParameters.put("brownianMotion", new net.finmath.montecarlo.BrownianMotion(timeDiscretization, numberOfFactors, numberOfPaths, 31415 /* seed */));
