Re: [Quantlib-dev] 0.9.0 release branch

[uptotibet <db...@ic...>]

The same thing happens with WINDOWS6, VC9, BOOST 1.38, and QL-0.9.7.

Where could I find the trunk you are referring to or does this need more
coding?

I'll continue to investigate.


Best,
David Brown





Luigi Ballabio wrote:
> 
> 
> 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
> 
> 
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