Changed assertion.
@@ -928,7 +928,7 @@ public class HullWhiteModelTest {
/*
* jUnit assertion: condition under which we consider this test successful
*/
- Assert.assertTrue(deviationHWLMM >= 0);
+ Assert.assertEquals("Valuation of put on MMA", valueSimulationLMM.getAverage(), valueSimulationHW.getAverage(), 1E-5);
}
private static double getParSwaprate(LIBORModelMonteCarloSimulationModel liborMarketModel, Schedule fixLeg, Schedule floatLeg, String tenorCode) {
