Re: [Quantlib-dev] 0.9.0 release branch

[Marco M. <mar...@st...>]

Hi,
I was able to compile QuantLib 0.9.0 on Leopard, OS X 10.5.2, GCC 4.0.1,
after installing XCode 3.0.
However, all tests pass but one:

--------------
Testing swaption volatility cube (sabr interpolation)...
Testing spreaded swaption volatility cube...
Testing volatility cube observability...
Testing swaption volatility matrix...
swaptionvolatilitymatrix.cpp(128): fatal error in  
"SwaptionVolatilityMatrixTest::testSwaptionVolMatrixCoherence":
recovery of 0th swap tenor failed for floating reference date,  
floating market data:
expected swap tenor  = 1Y
   actual swap tenor  = 1Y
expected swap length = 1
   actual swap length = 1.00274
Testing swaption volatility matrix observability...
Testing term structure against evaluation date change...
-------------

Anybody knows why this happens?

Marco


-- 
Marco Marchioro, Ph. D, Quantitative Finance Group, www.statpro.com





On Wednesday, 2007-11-28 , at 15:10 , Marco Marchioro wrote:

> Hi Luigi,
> the new branch compiles and passes the tests on OS X, Tiger(10.4.11),
> as compiled on my MacBook Pro.
> I would be interested to know if anybody manage to compile it on  
> Leopard.
>
> Marco
>
> +-------------------------------------------------------+
> | Marco Marchioro, Ph. D., Head of Quantitative Finance |
> |                    www.statpro.com                    |
> +-------------------------------------------------------+
>
> On Tuesday, 2007-11-27 , at 13:50 , Luigi Ballabio wrote:
>
>>
>> Hi all,
>> 	I've just created a release branch for QuantLib 0.9.0. You can  
>> check it
>> out from the Subversion repository at
>> <https://quantlib.svn.sourceforge.net/svnroot/quantlib/branches/R000900-branch 
>> >.
>>
>> As usual, bug fixes should be committed on the branch; new  
>> developments
>> should go on the trunk.
>>
>> Later,
>> 	Luigi
>>
>>
>> -- 
>>
>> Poets have been mysteriously silent on the subject of cheese.
>> -- Gilbert K. Chesterton
>>
>>
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