[Quantlib-dev] Negative Rates - Failed tests for PiecewiseYieldCurve

[Ahmad M. <ahm...@gm...>]

Hi,

I'm building QL 1.1 with QL_NEGATIVE_RATES enabled in the userconfig.hpp
file and receive the following failure when running the test suite. The
same error occurred on two builds on two machines. Both machines are x64
Win7 machines, using VS2010. The builds are 32 bit though.

The following is a snippet from the build output.

=====================
Testing consistency of piecewise-log-linear discount curve...
Testing consistency of piecewise-linear discount curve...
Testing consistency of piecewise-log-linear zero-yield curve...
unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&PiecewiseYieldCurveTest::testLogLinearZeroConsistency)":
std::exception: 1st iteration: failed at 1st alive instrument, maturity
June 25th, 2012, reference date June 18th, 2012: invalid value (-3) at
index 0

 c:\code\quantlib\quantlib-1.1\quantlib-1.1\test-suite\utilities.hpp(78):
last checkpoint
Testing consistency of piecewise-linear zero-yield curve...
Testing consistency of piecewise-cubic zero-yield curve...
Testing consistency of piecewise-linear forward-rate curve...
Testing consistency of piecewise-flat forward-rate curve...
Testing consistency of convex monotone forward-rate curve......
...
...

Tests completed in 19 m 56 s

Test suite "Master Test Suite" failed with:
           1703 assertions out of 1704 passed
           1 assertion out of 1704 failed
           459 test cases out of 460 passed
           1 test case out of 460 failed
           1 test case out of 460 aborted
======================

I have seen 2 previous issues remotely similar to this, so there is not
much in terms of what the solution could be. Please assist.

Regards,

-- 
Ahmad Mahomed