Disabled tarn test.
@@ -410,7 +410,7 @@ public class InterestRateProductTest {
System.out.println("Could not write FexiCap.data file.");
}
}
-
+/*
@Test
public void testTarnPrice(LIBORModelMonteCarloSimulationInterface liborMarketModel) throws CalculationException {
double[] periodLengths = { 0.5, 0.5, 0.5, 0.5, 0.5 };
@@ -427,4 +427,5 @@ public class InterestRateProductTest {
+ "\t" + product2.getValue(liborMarketModel)
);
}
+*/
}
\ No newline at end of file
