Re: [Quantlib-dev] Test suite failure in master

[Luigi B. <lui...@gm...>]

I think it's date-dependent. I don't think anything relevant changed since
the last time I ran it.

Luigi

On 19:14, Sat, Aug 29, 2015 Peter Caspers <pca...@gm...> wrote:

> 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"
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
-- 

<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>