Test suite failure in master
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Hi Luigi,
I get the following erros in the current master. Any idea where it may come from ? Is it maybe this kind of system date dependent thing one sees from time to time ? Thanks Peter 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: ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05 utilities.hpp(74): 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: ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05 utilities.hpp(74): 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: ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532) must be equal to last swaption vol (0.1340517152226495); discrepancy is 1.407131009625862e-05 utilities.hpp(74): last checkpoint Testing max homogeneity periodic caplet calibration in a lognormal coterminal swap market model... Testing sphere-cylinder optimization... *** 3 failures detected in test suite "Master Test Suite" ------------------------------------------------------------------------------ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Test suite failure in master
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I think it's date-dependent. I don't think anything relevant changed since the last time I ran it. Luigi On 19:14, Sat, Aug 29, 2015 Peter Caspers <[hidden email]> wrote: Hi Luigi, -- <http://leanpub.com/implementingquantlib/> ------------------------------------------------------------------------------ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Test suite failure in master
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thought as much, thank you
Peter On 29 August 2015 at 19:50, Luigi Ballabio <[hidden email]> wrote: > I think it's date-dependent. I don't think anything relevant changed since > the last time I ran it. > > Luigi > > > On 19:14, Sat, Aug 29, 2015 Peter Caspers <[hidden email]> wrote: >> >> Hi Luigi, >> >> I get the following erros in the current master. Any idea where it may >> come from ? Is it maybe this kind of system date dependent thing one >> sees from time to time ? >> >> Thanks >> Peter >> >> >> 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: >> ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532) >> must be equal to last swaption vol (0.1340517152226495); discrepancy >> is 1.407131009625862e-05 >> utilities.hpp(74): 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: >> ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532) >> must be equal to last swaption vol (0.1340517152226495); discrepancy >> is 1.407131009625862e-05 >> utilities.hpp(74): 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: >> ctsmmcapletcalibration.cpp:128: last caplet vol (0.1340376439125532) >> must be equal to last swaption vol (0.1340517152226495); discrepancy >> is 1.407131009625862e-05 >> utilities.hpp(74): last checkpoint >> >> Testing max homogeneity periodic caplet calibration in a lognormal >> coterminal swap market model... >> Testing sphere-cylinder optimization... >> >> *** 3 failures detected in test suite "Master Test Suite" >> >> >> ------------------------------------------------------------------------------ >> _______________________________________________ >> QuantLib-dev mailing list >> [hidden email] >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > -- > > <http://leanpub.com/implementingquantlib/> > <http://implementingquantlib.com> > <http://twitter.com/lballabio> ------------------------------------------------------------------------------ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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