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Group parametric tests in sub-suite to allow precondition
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test-suite/basketoption.cpp

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@@ -741,6 +741,8 @@ BOOST_AUTO_TEST_CASE(testTavellaValues) {
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}
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}
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BOOST_AUTO_TEST_SUITE(BasketOptionAmericanTest, *precondition(if_speed(Fast)))
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struct sliceOne { static const int from{0}, to{5}; };
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struct sliceTwo { static const int from{5}, to{11}; };
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struct sliceThree { static const int from{11}, to{17}; };
@@ -824,6 +826,8 @@ BOOST_AUTO_TEST_CASE_TEMPLATE(testOneDAmericanValues, T, slices) {
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}
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}
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BOOST_AUTO_TEST_SUITE_END()
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/* This unit test is a regression test to check for a crash in
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monte carlo if the required sample is odd. The crash occurred
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because the samples array size was off by one when antithetic
@@ -1054,4 +1058,4 @@ BOOST_AUTO_TEST_CASE(test2DPDEGreeks) {
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BOOST_AUTO_TEST_SUITE_END()
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BOOST_AUTO_TEST_SUITE_END()
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BOOST_AUTO_TEST_SUITE_END()

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