Problem running unit tests

[Joseph Wang]

I get

Entering test case "ShortRateModelTest::testSwaps"
Testing Hull-White swap pricing against known values...
Exception in "ShortRateModelTest::testSwaps": std::exception: Missing
Euribor6m\ act/360 fixing for November 4th, 2005
Leaving test case "ShortRateModelTest::testSwaps"
Leaving test suite "Short-rate model tests"

I think the problem is that I'm running the tests on a weekend and so
when the code tries to get the datum for a weekend date, it fails.  It
might be a good idea to fix the date in the unit tests rather than using
the current date.

[Guowen Han]

I guess you can use calendar.adjust() to move the date to a bussiness date.

Joseph Wang <[hidden email]>
Sent by: [hidden email]

11/06/2005 12:43 AM

To	[hidden email], [hidden email]
cc
Subject	[Quantlib-users] Problem running unit tests

I get

Entering test case "ShortRateModelTest::testSwaps"
Testing Hull-White swap pricing against known values...
Exception in "ShortRateModelTest::testSwaps": std::exception: Missing
Euribor6m\ act/360 fixing for November 4th, 2005
Leaving test case "ShortRateModelTest::testSwaps"
Leaving test suite "Short-rate model tests"

I think the problem is that I'm running the tests on a weekend and so
when the code tries to get the datum for a weekend date, it fails.  It
might be a good idea to fix the date in the unit tests rather than using
the current date.




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