Changed memory requirement of unit tests to prevent Travis from failing.
@@ -44,12 +44,15 @@ import net.finmath.time.TimeDiscretization;
/**
* This class tests the LIBOR market model and products.
*
+ * The unit test has currently no assert, because a finite difference benchmark would simply take far too long (hours!).
+ * (But I did that benchmark once ;-).
+ *
* @author Christian Fries
*/
@RunWith(Parameterized.class)
public class LIBORMarketModelNormalAADSensitivitiesTest {
- private final static int numberOfPaths = 15000;
+ private final static int numberOfPaths = 5000; // 15000; more possible if memory of unit test is increased.
private final static int numberOfFactors = 1;
private static DecimalFormat formatReal1 = new DecimalFormat("####0.0", new DecimalFormatSymbols(Locale.ENGLISH));
