Problem with HestonModelTest::testFdBarrierVsCached

[Kymric]

Hi,

I've been trying to run/debug HestonModelTest::testFdBarrierVsCached in Debug build and is getting the following error when it gets to line "Real calculated = option.NPV();"

"First-chance exception at 0x7c812a6b in QuantLib-test-suite-vc90-mt-gd-0_9_7.exe: Microsoft C++ exception: QuantLib::Error at memory location 0x0012ce40.."

The issue seems to be coursed by an exception encounted in InverseNonCentralChiSquareDistribution::operator()

Could someone let me know a way to resolve this?

I'm running Quantlib 0.9.7 with boost 1.35.0 and msvc-9.0.

Cheers,

Kymric

[Luigi Ballabio]

On Tue, 2010-01-12 at 20:09 -0800, Kymric wrote:

> I've been trying to run/debug HestonModelTest::testFdBarrierVsCached in
> Debug build and is getting the following error when it gets to line "Real
> calculated = option.NPV();"
>
> "First-chance exception at 0x7c812a6b in
> QuantLib-test-suite-vc90-mt-gd-0_9_7.exe: Microsoft C++ exception:
> QuantLib::Error at memory location 0x0012ce40.."
>
> The issue seems to be coursed by an exception encounted in
> InverseNonCentralChiSquareDistribution::operator()

Can you step into the debugger and see what the exception is? (i.e., the
error message, what raises it...)

Luigi


--

There are no rules of architecture for a castle in the clouds.
-- Gilbert K. Chesterton



------------------------------------------------------------------------------
Throughout its 18-year history, RSA Conference consistently attracts the
world's best and brightest in the field, creating opportunities for Conference
attendees to learn about information security's most important issues through
interactions with peers, luminaries and emerging and established companies.
http://p.sf.net/sfu/rsaconf-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users