Package org.jquantlib.methods.finitedifferences

Examples of org.jquantlib.methods.finitedifferences.BSMTermOperator.lowerDiagonal()

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                        + "calculated: " + op1.lowerDiagonal().get(i) + ", " + op1.diagonal().get(i) + ", " + op1.upperDiagonal().get(i));
            }
        }

        lderror = ref.lowerDiagonal();
        lderror.subAssign(op2.lowerDiagonal());
        derror = ref.diagonal();
        derror.subAssign(op2.diagonal());
        uderror = ref.upperDiagonal();
        uderror.subAssign(op2.upperDiagonal());
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                    Math.abs(uderror.get(i)) > tolerance) {

                fail("inconsistency between BSM operators:\n"
                        + Integer.toString(i) + " row:\n"
                        + "expected:   " + ref.lowerDiagonal().get(i) + ", " + ref.diagonal().get(i) + ", " + ref.upperDiagonal().get(i) + "\n"
                        + "calculated: " + op2.lowerDiagonal().get(i) + ", " + op2.diagonal().get(i) + ", " + op2.upperDiagonal().get(i));
            }
        }
    }

}
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