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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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CapletVolatilitiesParametricCalibrationTest can run in a time out on Travis #54

Open cfries opened 6 years ago

cfries commented 6 years ago

The unit test net.finmath.marketdata.model.volatilities.CapletVolatilitiesParametricCalibrationTest can run in a time out on Travis (depends on the machine we get on Travis):

Running calibration test using quoting convention VOLATILITYNORMAL for calibration objective function. Given a discount curve: DiscountCurveNelsonSiegelSvensson [timeScaling=1.0, parameter=[0.02, -0.01, 0.14, -0.1, 4.0, 3.0], toString()=AbstractCurve [name=EUR, referenceDate=2014-07-15]] Quaterly forward with fixing in 1.0 requested from forward curve is 0.016235670732787796 Quaterly forward with fixing in 1.0 calculated from that discount curve is 0.016235670732787796

No output has been received in the last 10m0s, this potentially indicates a stalled build or something wrong with the build itself. Check the details on how to adjust your build configuration on: https://docs.travis-ci.com/user/common-build-problems/#Build-times-out-because-no-output-was-received

The build has been terminated