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From: Joseph W. <jo...@co...> - 2005-11-06 05:43:20
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I get Entering test case "ShortRateModelTest::testSwaps" Testing Hull-White swap pricing against known values... Exception in "ShortRateModelTest::testSwaps": std::exception: Missing Euribor6m\ act/360 fixing for November 4th, 2005 Leaving test case "ShortRateModelTest::testSwaps" Leaving test suite "Short-rate model tests" I think the problem is that I'm running the tests on a weekend and so when the code tries to get the datum for a weekend date, it fails. It might be a good idea to fix the date in the unit tests rather than using the current date. |