final double pvLastPreviousRun = 45829.535; // 12500 paths - 1Y jump
assertEquals("Cap/floor: LMM pricing by Monte Carlo", pvLastPreviousRun, pvLastMC.getAmount(EUR), TOLERANCE_PV);
final MultipleCurrencyAmount pvLastExplicit = METHOD_LMM_CAP.presentValue(CAP_LAST, LMM_MULTICURVES);
assertEquals("Cap/floor: LMM pricing by Monte Carlo", pvLastExplicit.getAmount(EUR), pvLastMC.getAmount(EUR), 2.5E+2);
methodLmmMc = new LiborMarketModelMonteCarloMethod(new NormalRandomNumberGenerator(0.0, 1.0, new MersenneTwister()), NB_PATH);
final MultipleCurrencyAmount pv6MC = methodLmmMc.presentValue(CAP_6, EUR, LMM_MULTICURVES);
final double pv6PreviousRun = 12081.062; // 12500 paths - 1Y jump
assertEquals("Cap/floor: LMM pricing by Monte Carlo", pv6PreviousRun, pv6MC.getAmount(EUR), TOLERANCE_PV);
final MultipleCurrencyAmount pv6Explicit = METHOD_LMM_CAP.presentValue(CAP_6, LMM_MULTICURVES);
assertEquals("Cap/floor: LMM pricing by Monte Carlo", pv6Explicit.getAmount(EUR), pv6MC.getAmount(EUR), 1.0E+2);
}