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[Quantlib-dev] [ quantlib-Bugs-1591051 ] "Testing Heston model calibration" fails on amd64
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From: SourceForge.net <no...@so...> - 2006-11-07 10:31:54
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Bugs item #1591051, was opened at 2006-11-06 00:05 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1591051&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Fixed Priority: 5 Private: No Submitted By: Tiziano Müller (tizianomueller) >Assigned to: Luigi Ballabio (lballabio) 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 ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2006-11-07 11:31 Message: Logged In: YES user_id=75450 This is fixed in 0.3.14. Thanks for the report. Luigi ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1591051&group_id=12740 |
