Open cfries opened 6 years ago
The unit test net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long. Could be a memory problem. Some profiling should be done here.
Sample Output:
2.00 2.50 0.000013 0.000212 2.00 2.25 0.000019 0.000212 2.00 3.00 0.000024 0.000212 2.50 3.00 0.000013 0.000212 2.50 3.25 0.000034 0.000212 2.50 3.50 0.000023 0.000212 2.00 4.00 0.000039 0.000212 2.00 5.00 0.000050 0.000212 2.25 2.50 -0.000006 0.000212 4.00 5.00 -0.000007 0.000212 -0.000147 0.001414 2.00 20.00 -0.000168 [INFO] Tests run: 60, Failures: 0, Errors: 0, Skipped: 0, Time elapsed: 4,007.218 s - in net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest
2.00 2.50 0.000013 0.000212 2.00 2.25 0.000019 0.000212 2.00 3.00 0.000024 0.000212 2.50 3.00 0.000013 0.000212 2.50 3.25 0.000034 0.000212 2.50 3.50 0.000023 0.000212 2.00 4.00 0.000039 0.000212 2.00 5.00 0.000050 0.000212 2.25 2.50 -0.000006 0.000212 4.00 5.00 -0.000007 0.000212
-0.000147 0.001414 2.00 20.00 -0.000168
[INFO] Tests run: 60, Failures: 0, Errors: 0, Skipped: 0, Time elapsed: 4,007.218 s - in net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest
The unit test net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long. Could be a memory problem. Some profiling should be done here.
Sample Output: