[Quantlib-dev] Test suite failure in master

[Peter C. <pca...@gm...>]

Hi Luigi,

I get the following erros in the current master. Any idea where it may
come from ? Is it maybe this kind of system date dependent thing one
sees from time to time ?

Thanks
Peter


Testing alpha caplet calibration in a lognormal coterminal swap market model...

unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)":
std::exception:
ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532)
must be equal to last swaption vol (0.1340517152226495); discrepancy
is 1.407131009625862e-05
utilities.hpp(74): last checkpoint

Testing GHLS caplet calibration in a lognormal coterminal swap market model...

unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)":
std::exception:
ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532)
must be equal to last swaption vol (0.1340517152226495); discrepancy
is 1.407131009625862e-05
utilities.hpp(74): last checkpoint

Testing max homogeneity caplet calibration in a lognormal coterminal
swap market model...

unknown location(0): fatal error in
"QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)":
std::exception:
ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532)
must be equal to last swaption vol (0.1340517152226495); discrepancy
is 1.407131009625862e-05
utilities.hpp(74): last checkpoint

Testing max homogeneity periodic caplet calibration in a lognormal
coterminal swap market model...
Testing sphere-cylinder optimization...

*** 3 failures detected in test suite "Master Test Suite"