Re: [Quantlib-dev] Fatal error in test suite "QuantLib test suite" in QuantLib 0.9.6

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

On Sun, 2008-08-24 at 12:54 -0500, Dirk Eddelbuettel wrote:
> On 24 August 2008 at 10:14, Georgy Jikia wrote:
> | I did not see this error being posted yet:
> | 
> | ./optionletstripper.cpp(361): fatal error in
> | "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVolatilityStripping1)":
> | 
> | option tenor:       20Y
> | strike:             4.000000 %
> | stripped vol price: 8.178939 %
> | constant vol price: 8.180508 %
> | error:              0.001569 %
> | tolerance:          0.001500 %
> | 
> | I think the error was not present in QuantLib 0.9.5.
> 
> What platform / compiler / settings / ... ?  
> 
> For the Debian builds (which I do on x86 using gcc/g++, currently at upstream
> version 4.3.1), the standard 0.9.6 release also showed this (and similar "is
> past max curve time" messages in more places) :

No, the "is past max curve time" messages are not related---they were
some kind of compiler issue with Debian unstable which I haven't seen on
other compilers.  On the other hand, I did see the error reported by
Georgy---on some dates (the test passed in the past weeks and started
failing recently) the stripping error goes slightly above the tolerance
set in the test.  We'll have to see how the input accuracy is used and
whether the tolerance is too small.

Luigi



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