Changed range of the unit test (to avoid NaN values).
@@ -100,7 +100,7 @@ public class MonteCarloBlackScholesModelBermudanDigitalOptionSensitivitiesGraphs
* Calculate sensitivities using finite differences
*/
- for(double eps = 8; eps > 1E-6; eps/=1.2) {
+ for(double eps = 0.8; eps > 1E-6; eps/=1.2) {
Map<String, Object> dataModifiedInitialValueUp = new HashMap<String, Object>();
dataModifiedInitialValueUp.put("initialValue", modelInitialValue+eps);
Map<String, Object> dataModifiedInitialValueDn = new HashMap<String, Object>();
