Skip to content

Commit

Permalink
Move test to faster section
Browse files Browse the repository at this point in the history
  • Loading branch information
lballabio authored Dec 18, 2023
1 parent 7ec4fbb commit 62a58e7
Showing 1 changed file with 2 additions and 3 deletions.
5 changes: 2 additions & 3 deletions test-suite/andreasenhugevolatilityinterpl.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -150,8 +150,7 @@ CalibrationData AndreasenHugeExampleData() {
return { spot, rTS, qTS, calibrationSet };
}

void testAndreasenHugeVolatilityInterpolation(
const CalibrationData& data, const CalibrationResults& expected) {
void testAndreasenHugeVolatilityInterpolation(const CalibrationData& data, const CalibrationResults& expected) {

const Handle<YieldTermStructure> rTS = data.rTS;
const Handle<YieldTermStructure> qTS = data.qTS;
Expand Down Expand Up @@ -388,7 +387,7 @@ std::pair<CalibrationData, std::vector<Real> > sabrData() {
}


BOOST_AUTO_TEST_CASE(testAndreasenHugePut, *precondition(if_speed(Fast))) {
BOOST_AUTO_TEST_CASE(testAndreasenHugePut) {

BOOST_TEST_MESSAGE(
"Testing Andreasen-Huge example with Put calibration...");
Expand Down

0 comments on commit 62a58e7

Please sign in to comment.