Menu
▾
▴
[Quantlib-dev] Tests Failing on QL-1.0 on OSX-10.5.8
|
From: Kevin K. <kyk...@gm...> - 2010-03-19 19:59:33
|
Just build QuantLib-1.0, and ran test-suite.
Relevant output below.
Thanks,
-kevin
Testing piecewise-flat hazard-rate consistency...
defaultprobabilitycurves.cpp:217: error in
"QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatHazardConsistency)":
Failed to reproduce fair spread for 1Y credit-default swaps
computed rate: 0.5396668139 %
input rate: 0.5000000000 %
Testing piecewise-flat default-density consistency...
defaultprobabilitycurves.cpp:217: error in
"QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatDensityConsistency)":
Failed to reproduce fair spread for 1Y credit-default swaps
computed rate: 0.5390875444 %
input rate: 0.5000000000 %
Testing piecewise-linear default-density consistency...
defaultprobabilitycurves.cpp:217: error in
"QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLinearDensityConsistency)":
Failed to reproduce fair spread for 1Y credit-default swaps
computed rate: 0.5101786989 %
input rate: 0.5000000000 %
Testing log-linear survival-probability consistency...
defaultprobabilitycurves.cpp:217: error in
"QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLogLinearSurvivalConsistency)":
Failed to reproduce fair spread for 1Y credit-default swaps
computed rate: 0.5396668139 %
input rate: 0.5000000000 %
|
