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Re: [Quantlib-dev] Candidate 0.9.0 tarballs
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From: Georgy J. <geo...@gm...> - 2007-12-19 22:48:56
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Hello, compiled tarballs with Visual Studio 2003. Got 6 errors with piecewiseyieldcurve.cpp. The errors are on the border of tolerance, but there should be now errors with the testsuite, right? Regards, Georgy Testing consistency of piecewise-log-linear discount curve... ./piecewiseyieldcurve.cpp(449): error in "PiecewiseYieldCurveTest::testLogLinearDiscountConsistency": 1 year(s) BMA swap: estimated libor fraction: 0.67560104 expected libor fraction: 0.6756 error: 1.0393722e-006 tolerance: 1e-006 Testing consistency of piecewise-linear discount curve... Testing consistency of piecewise-log-linear zero-yield curve... ./piecewiseyieldcurve.cpp(449): error in "PiecewiseYieldCurveTest::testLogLinearZeroConsistency": 1 year(s) BMA swap: estimated libor fraction: 0.67560104 expected libor fraction: 0.6756 error: 1.0393708e-006 tolerance: 1e-006 Testing consistency of piecewise-linear zero-yield curve... ./piecewiseyieldcurve.cpp(449): error in "PiecewiseYieldCurveTest::testLinearZeroConsistency": 1 year(s) BMA swap: estimated libor fraction: 0.67560104 expected libor fraction: 0.6756 error: 1.0393708e-006 tolerance: 1e-006 Testing consistency of piecewise-spline zero-yield curve... ./piecewiseyieldcurve.cpp(449): error in "PiecewiseYieldCurveTest::testSplineZeroConsistency": 1 year(s) BMA swap: estimated libor fraction: 0.67560104 expected libor fraction: 0.6756 error: 1.0393708e-006 tolerance: 1e-006 Testing consistency of piecewise-linear forward-rate curve... ./piecewiseyieldcurve.cpp(449): error in "PiecewiseYieldCurveTest::testLinearForwardConsistency": 1 year(s) BMA swap: estimated libor fraction: 0.67560104 expected libor fraction: 0.6756 error: 1.0393708e-006 tolerance: 1e-006 Testing consistency of piecewise-flat forward-rate curve... ./piecewiseyieldcurve.cpp(449): error in "PiecewiseYieldCurveTest::testFlatForwardConsistency": 1 year(s) BMA swap: estimated libor fraction: 0.67560104 expected libor fraction: 0.6756 error: 1.0393708e-006 tolerance: 1e-006 |
