|
From: Piter D. <pit...@ma...> - 2007-04-07 19:59:34
|
Guys, Today I compiled QuantLib 0.4.0 (so long time since last time...) and I got the following test suite error. Could you please check it? Regards, Piter Dias pit...@ca... Testing flat-volatility stripping... ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 2% volatility=: 0.179978 relativeError=: -0.0120633 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 3% volatility=: 0.179892 relativeError=: -0.0601433 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 4% volatility=: 0.179846 relativeError=: -0.0856778 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 5% volatility=: 0.17987 relativeError=: -0.0723772 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 6% volatility=: 0.179915 relativeError=: -0.0471077 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 7% volatility=: 0.179953 relativeError=: -0.0260588 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y strike: 8% volatility=: 0.179981 relativeError=: -0.0106963 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 3Y strike: 4% volatility=: 0.180032 relativeError=: 0.0179383 ------------- ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 3Y strike: 5% volatility=: 0.180027 relativeError=: 0.015243 ------------- |