net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long.

[Christian Fries]

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