diff --git a/test-suite/shortratemodels.cpp b/test-suite/shortratemodels.cpp index 278c8a4ada..0265524e06 100644 --- a/test-suite/shortratemodels.cpp +++ b/test-suite/shortratemodels.cpp @@ -104,7 +104,7 @@ BOOST_AUTO_TEST_CASE(testCachedHullWhite) { cachedA = 0.0464041, cachedSigma = 0.00579912; } - Real tolerance = 1.0e-5; + Real tolerance = 1.2e-5; Array xMinCalculated = model->params(); Real yMinCalculated = model->value(xMinCalculated, swaptions); Array xMinExpected(2);