Re: [Quantlib-dev] Errors in test suite

[Luigi B. <lui...@gm...>]

On Tue, 2007-11-06 at 09:45 +0100, Bianchetti Marco wrote:
> On the trunk using vc7 I get the following three errors in test suite:
> 
> Testing Joint Calibration of an Heston Equity Processincl. Stochastic
> Interest Rates via a Hull-White Model...
> ./hybridhestonhullwhiteprocess.cpp(1418): error in
> "HybridHestonHullWhiteProcessTest::testPseudoJointCalibration": Failed
> to calibrate Heston Hull-White Model

It happens depending on the evaluation date. The sample data are not
very robust, I guess.  Klaus? Any further insight?


> Testing randomized lattice sequences, C up to dimension 30...
> ./lowdiscrepancysequences.cpp(156): error in
> "LowDiscrepancyTest::testRandomizedLattices": Lattice generatorC returns
> a mean of 0.49985 with standard deviation -4.12168 in dimension 7

Strange. Not for the value as such (the check is for <= 4, I think, so
it's not much far off) but for the negative sign.  Mark, are you
reading? Can you look into this?


> Testing consistency of piecewise-spline forward-rate curve...
> unknown location(0): fatal error in
> "PiecewiseYieldCurveTest::testSplineForwardConsistency": std::exception:
> 
>  1st iteration: could not bootstrap the 17th instrument, maturity
> November 8th, 2019
>  error message: root not bracketed: f[2.22045e-016,3] ->
> [-3.371568e-003,-6.562049e-002]
> .\lowdiscrepancysequences.cpp(156): last checkpoint

This never worked as far as I know---the test case was not enabled in
last release.  Nando? Are you working on splines? How's it going?

Luigi


-- 

All generalizations are false, including this one. 
-- Mark Twain