64bit quantlib test suite

[Tamas Sashalmi]

Hello All,
I've got the following error in the test suite for the stable 3.12 on  
64bit.
I will check CVS and send the results as well.

Tamas

Testing analytic Heston engine against Black formula...
hestonmodel.cpp(296): fatal error in  
"HestonModelTest::testAnalyticVsBlack": failed to reproduce Black price
     calculated: 0.80067
     expected:   0.80067
     error:      7.889232e-08

[Luigi Ballabio]

On 04/08/2006 03:15:53 AM, Tamas R Sashalmi wrote:
> Hello All,
> I've got the following error in the test suite for the stable 3.12 on  
> 64bit.

Ok, it is fixed in CVS.

Thanks,
        Luigi


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Within C++, there is a much smaller and cleaner language struggling to  
get out.
-- Bjarne Stroustrup