vol.setValue(values[i].v);
option = new EuropeanOption(payoff, exercise);
option.setPricingEngine(engine);
calculated = option.thetaPerDay();
error = Math.abs(Math.abs(calculated - values[i].result));
if(error>tolerance) {
REPORT_FAILURE("theta per day", payoff, exercise, values[i].s, values[i].q, values[i].r, today, values[i].v,
values[i].result, calculated, error, tolerance);
}