Tests Failing on QL-1.0 on OSX-10.5.8
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Tests Failing on QL-1.0 on OSX-10.5.8
 
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Just build QuantLib-1.0, and ran test-suite.
Relevant output below. Thanks, -kevin Testing piecewise-flat hazard-rate consistency...
defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatHazardConsistency)": Failed to reproduce fair spread for 1Y credit-default swaps
computed rate: 0.5396668139 % input rate: 0.5000000000 % Testing piecewise-flat default-density consistency... defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatDensityConsistency)":
Failed to reproduce fair spread for 1Y credit-default swaps computed rate: 0.5390875444 % input rate: 0.5000000000 % Testing piecewise-linear default-density consistency...
defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLinearDensityConsistency)": Failed to reproduce fair spread for 1Y credit-default swaps
computed rate: 0.5101786989 % input rate: 0.5000000000 % Testing log-linear survival-probability consistency... defaultprobabilitycurves.cpp:217: error in "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLogLinearSurvivalConsistency)":
Failed to reproduce fair spread for 1Y credit-default swaps computed rate: 0.5396668139 % input rate: 0.5000000000 % ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Tests Failing on QL-1.0 on OSX-10.5.8
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On Fri, 2010-03-19 at 15:59 -0400, Kevin Kim wrote:
> Just build QuantLib-1.0, and ran test-suite. > Relevant output below. Thanks. What happens if you run the same tests today? And if they pass now, on what day did they fail? Also, did you pass any particular flags to ./configure? Luigi > Testing piecewise-flat hazard-rate consistency... > defaultprobabilitycurves.cpp:217: error in > "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatHazardConsistency)": > Failed to reproduce fair spread for 1Y credit-default swaps > computed rate: 0.5396668139 % > input rate: 0.5000000000 % > Testing piecewise-flat default-density consistency... > defaultprobabilitycurves.cpp:217: error in > "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testFlatDensityConsistency)": > Failed to reproduce fair spread for 1Y credit-default swaps > computed rate: 0.5390875444 % > input rate: 0.5000000000 % > Testing piecewise-linear default-density consistency... > defaultprobabilitycurves.cpp:217: error in > "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLinearDensityConsistency)": > Failed to reproduce fair spread for 1Y credit-default swaps > computed rate: 0.5101786989 % > input rate: 0.5000000000 % > Testing log-linear survival-probability consistency... > defaultprobabilitycurves.cpp:217: error in > "QuantLib::detail::quantlib_test_case(&DefaultProbabilityCurveTest::testLogLinearSurvivalConsistency)": > Failed to reproduce fair spread for 1Y credit-default swaps > computed rate: 0.5396668139 % > input rate: 0.5000000000 % > > > > > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev -- Everything that can be invented has been invented. -- Charles Duell, Director of U.S. Patent Office, 1899 ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Tests Failing on QL-1.0 on OSX-10.5.8
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interesting - all the tests passed today.
only flags i passed were to tell configure where to find boost. -kevin On Tue, Mar 23, 2010 at 7:41 AM, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Tests Failing on QL-1.0 on OSX-10.5.8
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On Tue, 2010-03-23 at 19:23 -0400, Kevin Kim wrote:
> interesting - all the tests passed today. Might be a date-adjustment problem. Do you remember on what day you ran the tests the first time? Luigi -- An ideal world is left as an exercise to the reader. -- Paul Graham ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Tests Failing on QL-1.0 on OSX-10.5.8
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2010-03-19
-kevin On Wed, Mar 24, 2010 at 3:49 AM, Luigi Ballabio <[hidden email]> wrote:
------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Re: Tests Failing on QL-1.0 on OSX-10.5.8
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Ok, it was a date-adjustment thing. It's fixed now.
Thanks, Luigi On Wed, 2010-03-24 at 18:30 -0400, Kevin Kim wrote: > 2010-03-19 > > > -kevin > > > On Wed, Mar 24, 2010 at 3:49 AM, Luigi Ballabio > <[hidden email]> wrote: > On Tue, 2010-03-23 at 19:23 -0400, Kevin Kim wrote: > > interesting - all the tests passed today. > > > Might be a date-adjustment problem. Do you remember on what > day you ran > the tests the first time? > > Luigi > > > -- > > An ideal world is left as an exercise to the reader. > -- Paul Graham > > > > -- What is written without effort is, in general, read without pleasure. -- Samuel Johnson ------------------------------------------------------------------------------ Download Intel® Parallel Studio Eval Try the new software tools for yourself. Speed compiling, find bugs proactively, and fine-tune applications for parallel performance. See why Intel Parallel Studio got high marks during beta. http://p.sf.net/sfu/intel-sw-dev _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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