Re: [Quantlib-dev] Errors in test suite

[Ferdinando A. <na...@am...>]

On Nov 6, 2007 11:26 AM, Luigi Ballabio <lui...@gm...> wrote:
> > 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?

you're right, that never worked. I commented the test in since I am
working on splines and wanted to perform it. Unfortunately the
conclusion of my work so far is that splines do not go well with
instantaneous forward rate bootstrapping.
The test will probably just commented out in next release...

ciao -- nando