Quantlib 0.3.13 PiecewiseYieldCurveTest Failures

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Quantlib 0.3.13 PiecewiseYieldCurveTest Failures

rmeenaks
Quantlib 0.3.13 PiecewiseYieldCurveTest Failures

Just compiled QuantLib 0.3.13 and had the following tests failed:

Testing consistency of piecewise-log-linear discount curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLogLinearDiscountConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-linear discount curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearDiscountConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-log-linear zero-yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLogLinearZeroConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-linear zero-yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearZeroConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-spline zero-yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testSplineZeroConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-linear forward-rate curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearForwardConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-flat forward-rate curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testFlatForwardConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing observability of piecewise yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testObservability": std::exception: two instruments have the same maturity (August 31st, 2006)


Thanks,

Ram

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Re: Quantlib 0.3.13 PiecewiseYieldCurveTest Failures

Luigi Ballabio

On 07/27/2006 09:16:53 PM, Ram Meenakshisundaram wrote:
> Just compiled QuantLib 0.3.13 and had the following tests failed:

Fixed. Thanks for the heads-up.

Luigi


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