QuantLib 0.4.0 test suite fails

[Piter Dias-3]

Guys,

Today I compiled QuantLib 0.4.0 (so long time since last time...) and I got
the following test suite error. Could you please check it?

Regards,


Piter Dias
[hidden email]

Testing flat-volatility stripping...
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 2%
volatility=: 0.179978
relativeError=: -0.0120633
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 3%
volatility=: 0.179892
relativeError=: -0.0601433
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 4%
volatility=: 0.179846
relativeError=: -0.0856778
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 5%
volatility=: 0.17987
relativeError=: -0.0723772
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 6%
volatility=: 0.179915
relativeError=: -0.0471077
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 7%
volatility=: 0.179953
relativeError=: -0.0260588
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 2Y
strike: 8%
volatility=: 0.179981
relativeError=: -0.0106963
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 3Y
strike: 4%
volatility=: 0.180032
relativeError=: 0.0179383
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
tenor: 3Y
strike: 5%
volatility=: 0.180027
relativeError=: 0.015243
-------------



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[eric ehlers]

Piter,

On 4/7/07, Piter Dias <[hidden email]> wrote:

> Guys,
>
> Today I compiled QuantLib 0.4.0 (so long time since last time...) and I got
> the following test suite error. Could you please check it?
>
> Regards,
>
>
> Piter Dias
> [hidden email]
>
> Testing flat-volatility stripping...
> ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":

I added this to the FAQ:
    http://quantlib.org/faq.shtml#Testing%20QuantLib1

François, your comment on the ticket suggests that you understand the
cause of the bug but gives no indication of a resolution, do you have
one in mind?

Regards,
Eric

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[Luigi Ballabio]

On Sun, 2007-04-08 at 13:13 +0200, eric ehlers wrote:
> > Testing flat-volatility stripping...
> > ./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping":
>
> I added this to the FAQ:
>     http://quantlib.org/faq.shtml#Testing%20QuantLib1
>
> François, your comment on the ticket suggests that you understand the
> cause of the bug but gives no indication of a resolution, do you have
> one in mind?

The fix for the test would be to adjust today's date so that it's a
business day. i just committed it.

Eric, can you change permissions to faq.shtml on the site so that it's
group-writable?

Thanks,
        Luigi


----------------------------------------

The first rule of intelligent tinkering is to save all the parts.
-- Paul Erlich



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[eric ehlers]

Hi Luigi,

> Eric, can you change permissions to faq.shtml on the site so that it's
> group-writable?

Done.

Regards,
Eric

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