Reduced number of path to speed up tests.
@@ -350,7 +350,7 @@ public class RandomVariableDifferentiableAADPerformanceTest {
private final double modelVolatility = 0.30;
// Process discretization properties
- private final int numberOfPaths = 100000; // you may try: 250000;
+ private final int numberOfPaths = 50000; // you may try: 250000;
private final int numberOfTimeSteps = 201;
private final double deltaT = 0.25; // quaterly, 50 year
