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Move test to faster section
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test-suite/andreasenhugevolatilityinterpl.cpp

Lines changed: 2 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -150,8 +150,7 @@ CalibrationData AndreasenHugeExampleData() {
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return { spot, rTS, qTS, calibrationSet };
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}
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void testAndreasenHugeVolatilityInterpolation(
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const CalibrationData& data, const CalibrationResults& expected) {
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void testAndreasenHugeVolatilityInterpolation(const CalibrationData& data, const CalibrationResults& expected) {
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const Handle<YieldTermStructure> rTS = data.rTS;
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const Handle<YieldTermStructure> qTS = data.qTS;
@@ -388,7 +387,7 @@ std::pair<CalibrationData, std::vector<Real> > sabrData() {
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}
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BOOST_AUTO_TEST_CASE(testAndreasenHugePut, *precondition(if_speed(Fast))) {
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BOOST_AUTO_TEST_CASE(testAndreasenHugePut) {
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BOOST_TEST_MESSAGE(
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"Testing Andreasen-Huge example with Put calibration...");

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