[Quantlib-dev] test suite error

[Mark j. <mar...@gm...>]

I'll try to find some time to look at this. My best guess is that the
randomizer is using a different seed in VC7 than VC8.

Mark


> 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


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LIbor market model training courses in London and Sydney www.markjoshi.com

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com