Searched refs:errorTheshold (Results 1 – 1 of 1) sorted by relevance
2404 Real errorTheshold = 3.5; in testPathwiseGreeks() local2406 if (fabs(priceErrorInSds) > errorTheshold) in testPathwiseGreeks()2430 if (fabs(deltaErrorInSds) > errorTheshold) in testPathwiseGreeks()