[Quantlib-dev] CDO test failure

[Ferdinando A. <na...@am...>]

Hi all

the CDO unit test fails with VC8 and VC9. Any idea why and how to fix
it? Please find below the relevant report.

ciao -- Nando

==================

------ Build started: Project: testsuite, Configuration: Release Win32 ------
Auto run test
==================================
Testing QuantLib-vc90-mt-0_9_7.lib
==================================
Running 385 test cases...
Platform: Win32
Compiler: Microsoft Visual C++ version 9.0
STL     : Dinkumware standard library version 503
Boost   : 1.35.0
Testing Barone-Adesi and Whaley approximation for American options...
[...]
Testing CDO premiums against Hull-White values...
correlation attach - detach expected : found1 found2 ...
--------------------------------------------------------
unknown location(0): fatal error in "CdoTest::testHW": Invalid
parameter detected by C runtime library
.\cdo.cpp(69): last checkpoint
Testing Cliquet option values...
[...]
Testing caplet LMM Monte-Carlo caplet pricing...

Tests completed in 31 m 18 s
Test suite "Master Test Suite" failed with:
  440 assertions out of 441 passed
  1 assertion out of 441 failed
  384 test cases out of 385 passed
  1 test case out of 385 failed
  1 test case out of 385 aborted
Build log was saved at
"file://c:\Projects\trunk\QuantLib\test-suite\build\vc90\Release\BuildLog.htm"
testsuite - 1 error(s), 0 warning(s)