TestEllipticMultilevelMonteCarlo.hpp 623 Bytes
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#ifndef TESTELLIPTICMULTILEVELMONTECARLO_HPP
#define TESTELLIPTICMULTILEVELMONTECARLO_HPP

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#include "MultilevelEstimator.hpp"

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#include "TestEnvironment.hpp"


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struct TestStruct {
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  Levels levels{3, 4, 5};
  Samples samples{12, 6, 3};
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};

class TestEllipticMultilevelMonteCarlo : public TestWithParam<TestStruct> {
protected:
  EstimatorMap estimatorMap;
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  MultilevelEstimator mlmc;
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  TestEllipticMultilevelMonteCarlo() :
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    estimatorMap(CreateMonteCarloMap(GetParam().levels, GetParam().samples)),
    mlmc(MultilevelEstimator(estimatorMap)) {
      mlmc.Method();
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  }
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};

#endif //TESTELLIPTICMULTILEVELMONTECARLO_HPP