Added valuation with non AAD implementation as benchmark.
@@ -44,7 +44,8 @@ import net.finmath.time.TimeDiscretization;
/**
* This class tests the LIBOR market model and products.
*
- * The unit test has currently no assert, because a finite difference benchmark would simply take far too long (hours!).
+ * The unit test has currently ony an assert for the valuation,
+ * because a finite difference benchmark would simply take far too long (hours!).
* (But I did that benchmark once ;-).
*
* @author Christian Fries
@@ -351,7 +352,7 @@ public class LIBORMarketModelNormalAADSensitivitiesTest {
*/
long timingCalculation2Start = System.currentTimeMillis();
- double valueSimulation2 = 0.0;//product.getValue(liborMarketModelPlain);
+ double valueSimulation2 = product.getValue(liborMarketModelPlain);
long timingCalculation2End = System.currentTimeMillis();
