Added assertion.
@@ -138,8 +138,8 @@ public class MonteCarloBlackScholesModelEuropeanOptionSensitivitiesTest {
System.out.println("vega using analytic formula..: " + vegaAnalytic);
System.out.println("");
- System.out.println(memoryUsagePeak());
- // Assert.assertEquals(valueAnalytic, value, 0.005);
+ System.out.println(memoryUsagePeak()/1024/1024);
+ Assert.assertEquals(deltaFiniteDifference, deltaAAD, 0.005);
}
private void memoryUsageReset() {
