Errors building QuantLib on VS2008 + BOOST 1.39.0
Locked
Errors building QuantLib on VS2008 + BOOST 1.39.0
 
|
Re: Errors building QuantLib on VS2008 + BOOST 1.39.0
|
|
Re: Errors building QuantLib on VS2008 + BOOST 1.39.0
|
|
Re: Errors building QuantLib on VS2008 + BOOST 1.39.0
|
|
Re: Errors building QuantLib on VS2008 + BOOST 1.39.0
|
|
Thanks Luigi,
You were right. The varianceoption.cpp file was modified. I built the QL solution but i still get 3 errors...see the log Here is the extract of the log file Testing alpha caplet calibration in a lognormal coterminal swap market model... unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletAlphaCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-005 c:\program files\quantlib\quantlib-1.0.1\test-suite\utilities.hpp(78): last checkpoint Testing GHLS caplet calibration in a lognormal coterminal swap market model... unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-005 c:\program files\quantlib\quantlib-1.0.1\test-suite\utilities.hpp(78): last checkpoint Testing max homogeneity caplet calibration in a lognormal coterminal swap market model... unknown location(0): fatal error in "QuantLib::detail::quantlib_test_case(&MarketModelSmmCapletHomoCalibrationTest::testFunction)": std::exception: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-005 c:\program files\quantlib\quantlib-1.0.1\test-suite\utilities.hpp(78): last checkpoint Could you help me on this last thing? Thanks Fred -----Original Message----- From: Luigi Ballabio [mailto:[hidden email]] Sent: 31 August 2010 11:03 To: Frederic Valmorin Cc: Frederic Valmorin; [hidden email] Subject: RE: [Quantlib-users] Errors building QuantLib on VS2008 + BOOST 1.39.0 On Tue, 2010-08-31 at 09:46 +0000, Frederic Valmorin wrote: > How could I check that varianceoption.cpp file is modified? The first line (from which your errors come) should read: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ -- The young man knows the rules, but the old man knows the exceptions. -- O. W. Holmes This email (including any attachments to it) is confidential, legally privileged, subject to copyright and is sent for the personal attention of the intended recipient only. If you have received this email in error, please advise us immediately and delete it. You are notified that disclosing, copying, distributing or taking any action in reliance on the contents of this information is strictly prohibited. Although we have taken reasonable precautions to ensure no viruses are present in this email, we cannot accept responsibility for any loss or damage arising from the viruses in this email or attachments. We exclude any liability for the content of this email, or for the consequences of any actions taken on the basis of the information provided in this email or its attachments, unless that information is subsequently confirmed in writing. Unless otherwise stipulated herein, any opinions contained in this message are those of the author and are not given or endorsed by the company through which this message is sent. Nothing in this message or in its attachments should be construed as a solicitation or offer, or recommendation, to acquire or dispose of any investment or to engage in any other transaction. FM Capital is a limited company registered in England and Wales. Registered Number: 06952225. Registered Office: No 1 Knightsbridge, London SW1X 7LX This email (including any attachments to it) is confidential, legally privileged, subject to copyright and is sent for the personal attention of the intended recipient only. If you have received this email in error, please advise us immediately and delete it. You are notified that disclosing, copying, distributing or taking any action in reliance on the contents of this information is strictly prohibited. Although we have taken reasonable precautions to ensure no viruses are present in this email, we cannot accept responsibility for any loss or damage arising from the viruses in this email or attachments. We exclude any liability for the content of this email, or for the consequences of any actions taken on the basis of the information provided in this email or its attachments, unless that information is subsequently confirmed in writing. Unless otherwise stipulated herein, any opinions contained in this message are those of the author and are not given or endorsed by the company through which this message is sent. Nothing in this message or in its attachments should be construed as a solicitation or offer, or recommendation, to acquire or dispose of any investment or to engage in any other transaction. FM Capital is a limited company registered in England and Wales. Registered Number: 06952225. Registered Office: No 1 Knightsbridge, London SW1X 7LX ------------------------------------------------------------------------------ This SF.net Dev2Dev email is sponsored by: Show off your parallel programming skills. Enter the Intel(R) Threading Challenge 2010. http://p.sf.net/sfu/intel-thread-sfd _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
BuildLog.htm (93K)
Re: Errors building QuantLib on VS2008 + BOOST 1.39.0
|
|
Re: Errors building QuantLib on VS2008 + BOOST 1.39.0
|
|
| Free forum by Nabble | Edit this page |