[Quantlib-dev] [ quantlib-Bugs-1591051 ] "Testing Heston model calibration" fails on amd64

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Bugs item #1591051, was opened at 2006-11-06 00:05
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Tiziano Müller (tizianomueller)
Assigned to: Nobody/Anonymous (nobody)
Summary: "Testing Heston model calibration" fails on amd64

Initial Comment:
Hi

The test "Heston model calibration" fails on amd64 with
quantlib-0.3.12 and 0.3.13:

[...]
Testing tabulated Gauss-Laguerre integration...
Testing Heston model calibration using a flat
volatility surface...
unknown location(0): fatal error in
"HestonModelTest::testBlackCalibration":
std::exception: MINPACK: number of calls to fcn has
reached or exceeded maxfev.
Testing Heston model calibration using DAX volatility
data...
Testing analytic Heston engine against Black formula...
[...]

*** 1 failure detected in test suite "Master Test Suite"
FAIL: quantlib-test-suite
===================================================
1 of 1 tests failed
Please report to qua...@li...
===================================================
make[2]: *** [check-TESTS] Error 1
make[2]: Leaving directory
`/var/tmp/portage/dev-libs/quantlib-0.3.13/work/QuantLib-0.3.13/test-suite'
make[1]: *** [check-am] Error 2
make[1]: Leaving directory
`/var/tmp/portage/dev-libs/quantlib-0.3.13/work/QuantLib-0.3.13/test-suite'
make: *** [check-recursive] Error 1


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