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From: SourceForge.net <no...@so...> - 2009-10-19 08:38:47
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Bugs item #2881221, was opened at 2009-10-18 12:17 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2881221&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Resolution: None Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: fatal error Initial Comment: Testing swaption volatility matrix... ./swaptionvolatilitymatrix.cpp(214): fatal error in "QuantLib::detail::quantlib_test_case(&SwaptionVolatilityMatrixTest::testSwaptionVolMatrixCoherence)": optionDateFromTenor mismatch for floating reference date, floating market data: option tenor: 1M actual option date: November 18th, 2009 exp. option date: November 19th, 2009 ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2009-10-19 10:38 Message: On what day was this run? ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=2881221&group_id=12740 |