Lower accuracy to let unit test run in a reasonable time.
@@ -242,7 +242,7 @@ public class LIBORMarketModelWithTenorRefinementCalibrationTest {
// Set calibration properties (should use our brownianMotion for calibration - needed to have to right correlation).
final Map<String, Object> calibrationParameters = new HashMap<>();
- calibrationParameters.put("accuracy", new Double(1E-6));
+ calibrationParameters.put("accuracy", 1E-6);
calibrationParameters.put("brownianMotion", brownianMotion);
properties.put("calibrationParameters", calibrationParameters);
@@ -483,7 +483,8 @@ public class LIBORMarketModelWithTenorRefinementCalibrationTest {
// Set model properties
final Map<String, Object> properties = new HashMap<>();
- final Double accuracy = 1E-12;
+ // accuracy 1E-12 takes fairly long
+ final Double accuracy = 1E-3; //1E-12;
final int maxIterations = 400;
final int numberOfThreads = 6;
final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardt(maxIterations, accuracy, numberOfThreads);
@@ -501,7 +502,7 @@ public class LIBORMarketModelWithTenorRefinementCalibrationTest {
final Map<String, Object> calibrationParameters = new HashMap<>();
calibrationParameters.put("accuracy", accuracy);
calibrationParameters.put("brownianMotion", brownianMotion);
- calibrationParameters.put("parameterStep", i == 0 ? new Double(1E-6) : new Double(5E-5) );
+ calibrationParameters.put("parameterStep", i == 0 ? 1E-6 : 5E-5 );
calibrationParameters.put("optimizerFactory", optimizerFactory);
properties.put("calibrationParameters", calibrationParameters);
@@ -554,7 +555,7 @@ public class LIBORMarketModelWithTenorRefinementCalibrationTest {
// Set model properties
final Map<String, Object> properties = new HashMap<>();
- final Double accuracy = new Double(1E-8);
+ final Double accuracy = 1E-8;
final int maxIterations = 400;
final int numberOfThreads = 2;
final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardt(maxIterations, accuracy, numberOfThreads);
