Re: [Quantlib-dev] 0.9.0 release branch

[Luigi B. <lui...@gm...>]

On Feb 20, 2008, at 5:15 PM, Marco Marchioro wrote:
> 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 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
> -------------
>
> Anybody knows why this happens?

Marco,
	it's a bug that, due to Murphy's law, surfaced shortly after release. 
It was some mismatch in date/time calculation. Unfortunately, the 
resulting lengths matched in December. It was fixed on the trunk 
sometime last month.

Luigi