public void REPORT_FAILURE(string greekName, Average.Type averageType,
double runningAccumulator, int pastFixings,
List<Date> fixingDates, StrikedTypePayoff payoff,
Exercise exercise, double s, double q, double r,
Date today, double v, double expected,
double calculated, double tolerance)
{
Assert.Fail(exercise + " "
+ exercise
+ " Asian option with "
+ averageType + " and "
+ payoff + " payoff:\n"
+ " running variable: "
+ runningAccumulator + "\n"
+ " past fixings: "
+ pastFixings + "\n"
+ " future fixings: " + fixingDates.Count() + "\n"
+ " underlying value: " + s + "\n"
+ " strike: " + payoff.strike() + "\n"
+ " dividend yield: " + q + "\n"
+ " risk-free rate: " + r + "\n"
+ " reference date: " + today + "\n"
+ " maturity: " + exercise.lastDate() + "\n"
+ " volatility: " + v + "\n\n"
+ " expected " + greekName + ": " + expected + "\n"
+ " calculated " + greekName + ": " + calculated + "\n"
+ " error: " + Math.Abs(expected - calculated)
+ "\n"
+ " tolerance: " + tolerance);
}