Searched refs:npvTol (Results 1 – 2 of 2) sorted by relevance
1753 const Real npvTol = 1e-2; in testDouglasVsCrankNicolson() local1763 if (npvDiff > npvTol) { in testDouglasVsCrankNicolson()1770 << "\n tolerance: " << npvTol); in testDouglasVsCrankNicolson()
911 const Real npvTol = 0.01; in testFdmHestonHullWhiteEngine() local912 if (std::fabs(calculated - expected) > npvTol) { in testFdmHestonHullWhiteEngine()