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Re: [Quantlib-dev] Test suite failure in master
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From: Peter C. <pca...@gm...> - 2015-08-29 18:10:14
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thought as much, thank you Peter On 29 August 2015 at 19:50, Luigi Ballabio <lui...@gm...> wrote: > 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> |
