Error: Testing consistency of piecewise-spline forward-rate curve...

[Piter Dias-3]

Guys,

Have you seen the message bellow given by Test Suite?
It seems something broke the test.

Regards,


Piter Dias
[hidden email]

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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 October 8th,
2019
 error message: unable to bracket root in 100 function evaluations (last
bracket attempt: f[2.22045e-016,0.0639466] -> [-0.00315961,-0.00576449])
.\hybridhestonhullwhiteprocess.cpp(1409): last checkpoint



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[Luigi Ballabio]

On Thu, 2007-10-04 at 06:11 -0300, Piter Dias wrote:
> Have you seen the message bellow given by Test Suite?

Yes, it's been there for a while now--since that test-case was added (it
was not there in 0.8.1.)  Apparently, splines don't work for the
particular set of data we have in the test case. I still haven't looked
into it.

Luigi


--

Grabel's Law:
2 is not equal to 3 -- not even for large values of 2.



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