quantlib-dev

[Quantlib-dev] 0.3.14 prerelease tarball

[Roland L. <rol...@go...>]

Hello all,

I have compiled the prerelease on a MacBook Pro with OS X 10.4.8 without
problems.
However, the test suite reports one error:

Running 273 test cases...
unknown location(0): fatal error in "HestonModelTest::testBlackCalibration":
std::exception: MINPACK: number of calls to fcn has reached or exceeded
maxfev.


Tests completed in 14 m 0 s


*** errors detected in test suite "QuantLib test suite"; see standard output
for details


Hope this helps,
Roland

Re: [Quantlib-dev] 0.3.14 prerelease tarball

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

On Tue, 2006-10-31 at 12:18 +0000, Roland Lichters wrote:
> I have compiled the prerelease on a MacBook Pro with OS X 10.4.8
> without problems.
> However, the test suite reports one error:
> Running 273 test cases...
> unknown location(0): fatal error in
> "HestonModelTest::testBlackCalibration": std::exception: MINPACK:
> number of calls to fcn has reached or exceeded maxfev.

Thanks, it's fixed now.

Luigi



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