1>------ Build started: Project: testsuite, Configuration: Release x64 ------ 1> testsuite.vcxproj -> C:\tmp\ql18_vc2015\QuantLib-1.8\test-suite\bin\QuantLib-test-suite-vc140-x64-mt.exe 1> testsuite.vcxproj -> bin\QuantLib-test-suite-vc140-x64-mt.pdb (Full PDB) 1> ========================================= 1> Testing QuantLib-vc140-x64-mt.lib 1> QL_NEGATIVE_RATES defined 1> QL_EXTRA_SAFETY_CHECKS undefined 1> QL_USE_INDEXED_COUPON undefined 1> evaluation date is September 16th, 2015, 1> reference date events are excluded, 1> today's cashflows are excluded, 1> today's historic fixings are not enforced 1> ========================================= 1> Running 646 test cases... 1> Platform: Win32 1> Compiler: Microsoft Visual C++ version 14.0 1> STL : Dinkumware standard library version 650 1> Boost : 1.61.0 1> Testing Barone-Adesi and Whaley approximation for American options... 1> Testing Bjerksund and Stensland approximation for American options... 1> Testing Ju approximation for American options... 1> Testing finite-difference engine for American options... 1> Testing finite-differences American option greeks... 1> Testing finite-differences shout option greeks... 1> Testing array construction... 1> Testing array functions... 1> Testing analytic continuous geometric average-price Asians... 1> Testing analytic continuous geometric average-price Asian greeks... 1> Testing analytic discrete geometric average-price Asians... 1> Testing analytic discrete geometric average-strike Asians... 1> Testing Monte Carlo discrete geometric average-price Asians... 1> Testing Monte Carlo discrete arithmetic average-price Asians... 1> Testing Monte Carlo discrete arithmetic average-strike Asians... 1> Testing discrete-averaging geometric Asian greeks... 1> Testing use of past fixings in Asian options... 1> Testing consistency between fair price and fair spread... 1> Testing implied bond value against asset-swap fair price with null spread... 1> Testing relationship between market asset swap and par asset swap... 1> Testing clean and dirty price with null Z-spread against theoretical prices... 1> Testing implied generic-bond value against asset-swap fair price with null spread... 1> Testing market asset swap against par asset swap with generic bond... 1> Testing clean and dirty price with null Z-spread against theoretical prices... 1> Testing clean and dirty prices for specialized bond against equivalent generic bond... 1> Testing asset-swap prices and spreads for specialized bond against equivalent generic bond... 1> Testing convolutions... 1> Testing auto-covariances... 1> Testing auto-correlations... 1> Testing barrier options against Haug's values... 1> Testing barrier options against Babsiri's values... 1> Testing barrier options against Beaglehole's values... 1> Testing local volatility and Heston FD engines for barrier options... 1> Testing two-asset European basket options... 1> Testing three-asset basket options against Barraquand's values... 1> Testing three-asset American basket options against Tavella's values... 1> Testing basket American options against 1-D case from 0 to 4... 1> Testing basket American options against 1-D case from 5 to 10... 1> Testing basket American options against 1-D case from 11 to 16... 1> Testing basket American options against 1-D case from 17 to 22... 1> Testing basket American options against 1-D case from 23 to 28... 1> Testing antithetic engine using odd sample number... 1> Testing analytic Bates engine against Black formula... 1> Testing analytic Bates engine against Merton-76 engine... 1> Testing analytic Bates engine against Monte-Carlo engine... 1> Testing Bates model calibration using DAX volatility data... 1> Testing Bermudan swaption against cached values... 1> Testing cash-or-nothing barrier options against Haug's values... 1> Testing asset-or-nothing barrier options against Haug's values... 1> Testing Bachelier implied vol... 1> Testing Chambers-Nawalkha implied vol approximation... 1> Testing consistency of bond price/yield calculation... 1> Testing consistency of bond price/ATM rate calculation... 1> Testing consistency of bond price/z-spread calculation... 1> Testing theoretical bond price/yield calculation... 1> Testing bond price/yield calculation against cached values... 1> Testing zero-coupon bond prices against cached values... 1> Testing fixed-coupon bond prices against cached values... 1> Testing floating-rate bond prices against cached values... 1> Testing Brazilian public bond prices against Andima cached values... 1> Testing ex-coupon UK Gilt price against market values... 1> Testing ex-coupon Australian bond price against market values... 1> Testing South African R2048 bond price using Schedule constructor with Date vector... 1> Testing Brownian-bridge variates... 1> Testing Brownian-bridge path generation... 1> Testing business day conventions... 1> Testing Brazil holiday list... 1> Testing Russia holiday list... 1> Testing Milan Stock Exchange holiday list... 1> Testing UK settlement holiday list... 1> Testing London Stock Exchange holiday list... 1> Testing London Metals Exchange holiday list... 1> Testing Frankfurt Stock Exchange holiday list... 1> Testing Xetra holiday list... 1> Testing Eurex holiday list... 1> Testing TARGET holiday list... 1> Testing US settlement holiday list... 1> Testing US government bond market holiday list... 1> Testing New York Stock Exchange holiday list... 1> Testing South-Korean settlement holiday list... 1> Testing Korea Stock Exchange holiday list... 1> Testing calendar modification... 1> Testing joint calendars... 1> Testing bespoke calendars... 1> Testing end-of-month calculation... 1> Testing calculation of business days between dates... 1> Testing cap/floor dependency on strike... 1> Testing consistency between cap, floor and collar... 1> Testing cap/floor parity... 1> Testing cap/floor vega... 1> Testing cap/floor ATM rate... 1> Testing implied term volatility for cap and floor... 1> Testing Black cap/floor price against cached values... 1> Testing degenerate collared coupon... 1> Testing collared coupon against its decomposition... 1> Testing cash-flow settings... 1> Testing dynamic cast of coupon in Black pricer... 1> Testing default evaluation date in cashflows methods... 1> Testing ibor leg construction with null fixing days... 1> Testing Cliquet option values... 1> Testing Cliquet option greeks... 1> Testing performance option greeks... 1> Testing Monte Carlo performance engine against analytic results... 1> Testing Hagan-pricer flat-vol equivalence for coupons... 1> Testing Hagan-pricer flat-vol equivalence for swaps... 1> Testing put-call parity for capped-floored CMS coupons... 1> Testing covariance and correlation calculations... 1> Testing positive semi-definiteness salvaging algorithms... 1> Testing matrix rank reduction salvaging algorithms... 1> Testing credit-default swap against cached values... 1> Testing credit-default swap against cached market values... 1> Testing implied hazard-rate for credit-default swaps... 1> Testing fair-spread calculation for credit-default swaps... 1> Testing fair-upfront calculation for credit-default swaps... 1> Testing constant-maturity-swap-market-model curve state... 1> Testing dates... 1> Testing ECB dates... 1> Testing IMM dates... 1> Testing ASX dates... 1> Testing ISO dates... 1> Testing parsing of dates... 1> Testing actual/actual day counters... 1> Testing simple day counter... 1> Testing 1/1 day counter... 1> Testing business/252 day counter... 1> Testing thirty/360 day counter (Bond Basis)... 1> Testing thirty/360 day counter (Eurobond Basis)... 1> Testing default-probability structure... 1> Testing flat hazard rate... 1> Testing piecewise-flat hazard-rate consistency... 1> Testing piecewise-flat default-density consistency... 1> Testing piecewise-linear default-density consistency... 1> Testing log-linear survival-probability consistency... 1> Testing single-instrument curve bootstrap... 1> Testing bootstrap on upfront quotes... 1> Testing European asset-or-nothing digital coupon... 1> Testing European deep in-the-money asset-or-nothing digital coupon... 1> Testing European deep out-the-money asset-or-nothing digital coupon... 1> Testing European cash-or-nothing digital coupon... 1> Testing European deep in-the-money cash-or-nothing digital coupon... 1> Testing European deep out-the-money cash-or-nothing digital coupon... 1> Testing call/put parity for European digital coupon... 1> Testing replication type for European digital coupon... 1> Testing European cash-or-nothing digital option... 1> Testing European asset-or-nothing digital option... 1> Testing European gap digital option... 1> Testing American cash-(at-hit)-or-nothing digital option... 1> Testing American cash-(at-hit)-or-nothing digital option greeks... 1> Testing American asset-(at-hit)-or-nothing digital option... 1> Testing American cash-(at-expiry)-or-nothing digital option... 1> Testing American asset-(at-expiry)-or-nothing digital option... 1> Testing Monte Carlo cash-(at-hit)-or-nothing American engine... 1> Testing normal distributions... 1> Testing bivariate cumulative normal distribution... 1> Testing Poisson distribution... 1> Testing cumulative Poisson distribution... 1> Testing inverse cumulative Poisson distribution... 1> Testing bivariate cumulative Student t distribution... 1> Testing bivariate cumulative Student t distribution for large N... 1> Testing dividend European option values with no dividends... 1> Testing dividend European option with a dividend on today's date... 1> Testing dividend European option greeks... 1> Testing finite-difference dividend European option values... 1> Testing finite-differences dividend European option greeks... 1> Testing finite-differences dividend American option greeks... 1> Testing degenerate finite-differences dividend European option... 1> Testing degenerate finite-differences dividend American option... 1> Testing European option values... 1> Testing European option greek values... 1> Testing analytic European option greeks... 1> Testing European option implied volatility... 1> Testing self-containment of implied volatility calculation... 1> Testing JR binomial European engines against analytic results... 1> Testing CRR binomial European engines against analytic results... 1> Testing EQP binomial European engines against analytic results... 1> Testing TGEO binomial European engines against analytic results... 1> Testing TIAN binomial European engines against analytic results... 1> Testing LR binomial European engines against analytic results... 1> Testing Joshi binomial European engines against analytic results... 1> Testing finite-difference European engines against analytic results... 1> Testing integral engines against analytic results... 1> Testing Monte Carlo European engines against analytic results... 1> Testing Quasi Monte Carlo European engines against analytic results... 1> Testing European price curves... 1> Testing finite-differences with local volatility... 1> Testing direct exchange rates... 1> Testing derived exchange rates... 1> Testing lookup of direct exchange rates... 1> Testing lookup of triangulated exchange rates... 1> Testing lookup of derived exchange rates... 1> Testing complex direct FFT... 1> Testing convolution via inverse FFT... 1> Testing FDM with barrier option for Heston model vs Black-Scholes model... 1> Testing FDM with barrier option in Heston model... 1> Testing FDM with American option in Heston model... 1> Testing FDM Heston for Ikonen and Toivanen tests... 1> Testing FDM Heston with Black Scholes model... 1> Testing FDM with European option with dividends in Heston model... 1> Testing FDM Heston convergence... 1> Testing indexing of a linear operator... 1> Testing uniform grid mesher... 1> Testing application of first-derivatives map... 1> Testing application of second-derivatives map... 1> Testing finite differences coefficients... 1> Testing application of second-order mixed-derivatives map... 1> Testing triple-band map solution... 1> Testing FDM with barrier option in Heston model... 1> Testing FDM with American option in Heston model... 1> Testing FDM with express certificate in Heston model... 1> Testing FDM with Heston Hull-White model... 1> Testing bi-conjugated gradient stabilized algorithm with Heston operator... 1> Testing Crank-Nicolson with initial implicit damping steps for a digital option... 1> Testing SparseMatrixReference type... 1> Testing assignment to zero in sparse matrix... 1> Testing integrals over meshers functions... 1> Testing forward option values... 1> Testing forward option greeks... 1> Testing forward performance option values... 1> Testing forward performance option greeks... 1> Testing forward option greeks initialization... 1> Testing factorial numbers... 1> Testing Gamma function... 1> Testing Gamma values... 1> Testing modified Bessel function of first and second kind... 1> Testing weighted modified Bessel functions... 1> Testing GARCH model calibration... 1> Testing GARCH model calculation... 1> Testing Gauss-Jacobi integration... 1> Testing Gauss-Laguerre integration... 1> Testing Gauss-Hermite integration... 1> Testing Gauss hyperbolic integration... 1> Testing tabulated Gauss-Laguerre integration... 1> Testing Monte Carlo GJR-GARCH engine against analytic GJR-GARCH engine... 1> Testing GJR-GARCH model calibration using DAX volatility data... 1> Testing GSR process... 1> Testing GSR model... 1> Testing Heston model calibration using a flat volatility surface... 1> Testing Heston model calibration using DAX volatility data... 1> Testing analytic Heston engine against Black formula... 1> Testing analytic Heston engine against cached values... 1> Testing MC and FD Heston engines for the Kahl-Jaeckel example... 1> Testing different numerical Heston integration algorithms... 1> Testing FD barrier Heston engine against cached values... 1> Testing FD vanilla Heston engine against cached values... 1> Testing FD vanilla Heston engine for discrete dividends... 1> Testing FD vanilla Heston engine for american exercise... 1> Testing multiple-strikes FD Heston engine... 1> Testing Monte Carlo Heston engine against cached values... 1> Testing analytic piecewise time dependent Heston prices... 1> Testing time-dependent Heston model calibration... 1> Testing Alan Lewis reference prices... 1> Testing expansion on Alan Lewis reference prices... 1> Testing expansion on Forde reference prices... 1> Testing European option pricing for a BSM process with one-factor Hull-White model... 1> Comparing European option pricing for a BSM process with one-factor Hull-White model... 1> Testing Monte-Carlo zero bond pricing... 1> Testing Monte-Carlo vanilla option pricing... 1> Testing Monte-Carlo Heston option pricing... 1> Testing analytic Heston Hull-White option pricing... 1> Testing the pricing of a callable equity product... 1> Testing the discretization error of the Heston Hull-White process... 1> Testing the FDM Heston Hull-White engine... 1> Testing the Heston Hull-White calibration... 1> Testing convergence speed of Heston-Hull-White engine... 1> Testing spatial convergence speed of Heston engine... 1> Testing inflation period... 1> Testing zero inflation indices... 1> Testing zero inflation term structure... 1> Testing that zero inflation indices forecast future fixings... 1> Testing year-on-year inflation indices... 1> Testing year-on-year inflation term structure... 1> Testing consistency between yoy inflation cap, floor and collar... 1> Testing yoy inflation cap/floor parity... 1> Testing Black yoy inflation cap/floor price against cached values... 1> Testing collared coupon against its decomposition... 1> Testing inflation capped/floored coupon against inflation capfloor instrument... 1> Testing observability of instruments... 1> Testing segment integration... 1> Testing trapezoid integration... 1> Testing mid-point trapezoid integration... 1> Testing Simpson integration... 1> Testing adaptive Gauss-Kronrod integration... 1> Testing non-adaptive Gauss-Kronrod integration... 1> Testing adaptive Gauss-Lobatto integration... 1> Testing two dimensional adaptive Gauss-Lobatto integration... 1> Testing Folin's integral formulae... 1> Testing discrete integral formulae... 1> Testing piecewise integral... 1> Testing interest-rate conversions... 1> Testing spline interpolation on generic values... 1> Testing symmetry of spline interpolation end-conditions... 1> Testing derivative end-conditions for spline interpolation... 1> Testing non-restrictive Hyman filter... 1> Testing spline interpolation on RPN15A data set... 1> Testing spline interpolation on a Gaussian data set... 1> Testing spline approximation on Gaussian data sets... 1> Testing N-dimensional cubic spline... 1> Testing use of interpolations as functors... 1> Testing backward-flat interpolation... 1> Testing forward-flat interpolation... 1> Testing Sabr interpolation... 1> Testing kernel 1D interpolation... 1> Testing kernel 2D interpolation... 1> Testing bicubic spline derivatives... 1> Testing that bicubic splines actually update... 1> Testing Richardson extrapolation... 1> Testing no-arbitrage Sabr interpolation... 1> Testing Sabr calibration single cases... 1> Testing Sabr and no-arbitrage Sabr transformation functions... 1> Testing Merton 76 jump-diffusion model for European options... 1> Testing jump-diffusion option greeks... 1> Testing linear least-squares regression... 1> Testing multi-dimensional linear least-squares regression... 1> Testing 1D simple linear least-squares regression... 1> Testing analytic continuous floating-strike lookback options... 1> Testing analytic continuous fixed-strike lookback options... 1> Testing analytic continuous partial floating-strike lookback options... 1> Testing analytic continuous fixed-strike lookback options... 1> Testing randomized lattice sequences (A) up to dimension 30... 1> Testing randomized lattice sequences (B) up to dimension 30... 1> Testing randomized lattice sequences (C) up to dimension 30... 1> Testing randomized lattice sequences (D) up to dimension 30... 1> Testing random-seed generator... 1> Testing 21200 primitive polynomials modulo two... 1> Testing Sobol sequences up to dimension 21200... 1> Testing Halton sequences... 1> Testing Faure sequences... 1> Testing Mersenne-twister discrepancy... 1> Testing plain Halton discrepancy... 1> Testing random-start Halton discrepancy... 1> Testing random-shift Halton discrepancy... 1> Testing random-start, random-shift Halton discrepancy... 1> Testing unit Sobol discrepancy... 1> Testing Jaeckel-Sobol discrepancy... 1> Testing Levitan-Sobol discrepancy... 1> Testing Levitan-Lemieux-Sobol discrepancy... 1> Testing Sobol sequence skipping... 1> Testing randomized low-discrepancy sequences up to dimension 21200... 1> Testing exact repricing of inverse floater in forward rate market model... 1> Pricing callable swap with Longstaff-Schwartz exercise strategy in a LIBOR market model... 1> Testing pathwise vegas in a lognormal forward rate market model... 1> Testing pathwise market vegas in a lognormal forward rate market model... 1> Testing caplet deltas in a lognormal forward rate market model using pathwise method... 1> Testing exact repricing of forwards and optionlets in a stochastic vol displaced diffusion forward rate market model... 1> Testing exact repricing of all multi-step products in a lognormal forward rate market model... 1> Testing exact repricing of one-step forwards and optionlets in a lognormal forward rate market model... 1> Testing exact repricing of one-step forwards and optionlets in a normal forward rate market model... 1> Pricing callable swap with naif exercise strategy in a LIBOR market model... 1> Pricing callable swap with Anderson exercise strategy in a LIBOR market model for test factor 4 and model type Exp. Corr. Flat Vol.... 1> Pricing callable swap with Anderson exercise strategy in a LIBOR market model for test factor 8 and model type Exp. Corr. Flat Vol.... 1> Pricing callable swap with Anderson exercise strategy in a LIBOR market model for test factor 9 and model type Exp. Corr. Flat Vol.... 1> Pricing callable swap with Anderson exercise strategy in a LIBOR market model for test factor 4 and model type Exp. Corr. Abcd Vol.... 1> Pricing callable swap with Anderson exercise strategy in a LIBOR market model for test factor 8 and model type Exp. Corr. Abcd Vol.... 1> Pricing callable swap with Anderson exercise strategy in a LIBOR market model for test factor 9 and model type Exp. Corr. Abcd Vol.... 1> Testing caplet greeks in a lognormal forward rate market model using partial proxy simulation... 1> Testing Abcd-volatility integration... 1> Testing different implementations of Abcd-volatility... 1> Testing Abcd-volatility fit... 1> Testing period-adaptation routines in LIBOR market model... 1> Testing drift calculation... 1> Testing isInSubset function... 1> Testing abcd degenerate cases... 1> Testing market models covariance... 1> Testing exact repricing of multi-step constant maturity swaps and swaptions in a lognormal constant maturity swap market model... 1> Testing exact repricing of multi-step coterminal swaps and swaptions in a lognormal coterminal swap rate market model... 1> Testing alpha caplet calibration in a lognormal coterminal swap market model... 1> Testing GHLS caplet calibration in a lognormal coterminal swap market model... 1> Testing max homogeneity caplet calibration in a lognormal coterminal swap market model... 1> Testing max homogeneity periodic caplet calibration in a lognormal coterminal swap market model... 1> Testing sphere-cylinder optimization... 1> Testing Markov functional state process... 1> Testing Kahale smile section... 1> Testing Markov functional calibration to one instrument set... 1> Testing Markov functional vanilla engines... 1> Testing Markov functional calibration to two instrument sets... 1> Testing Markov functional Bermudan swaption engine... 1> Testing orthogonal projections... 1> Testing eigenvalues and eigenvectors calculation... 1> Testing matricial square root... 1> Testing singular value decomposition... 1> Testing Higham matricial square root... 1> Testing QR decomposition... 1> Testing QR solve... 1> Testing LU inverse calculation... 1> Testing LU determinant calculation... 1> Testing Cholesky Decomposition... 1> Testing Monte-Carlo pricing of American options... 1> Testing Monte-Carlo pricing of American max options... 1> Testing Mersenne twister... 1> Testing money arithmetic without conversions... 1> Testing money arithmetic with conversion to base currency... 1> Testing money arithmetic with automated conversion... 1> Testing observable settings... 1> Testing adaptive Runge Kutta... 1>unknown location : fatal error : in "QuantLib test suite/ode tests/QuantLib::detail::quantlib_test_case(&OdeTest::testAdaptiveRungeKutta)": class QuantLib::Error: Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs 1> c:\tmp\ql18_vc2015\quantlib-1.8\test-suite\utilities.hpp(74): last checkpoint 1> Testing matrix exponential based on ode... 1>unknown location : fatal error : in "QuantLib test suite/ode tests/QuantLib::detail::quantlib_test_case(&OdeTest::testMatrixExponential)": class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta 1> c:\tmp\ql18_vc2015\quantlib-1.8\test-suite\utilities.hpp(74): last checkpoint 1> Testing matrix exponential of a zero matrix based on ode... 1> Testing tridiagonal operator... 1> Testing differential operators... 1> Testing consistency of BSM operators... 1> Testing optimizers... 1> Testing nested optimizations... 1> Testing differential evolution... 1> Testing forward/forward vol stripping from flat term vol surface using OptionletStripper1 class... 1> Testing forward/forward vol stripping from non-flat term vol surface using OptionletStripper1 class... 1> Testing forward/forward vol stripping from flat term vol surface using OptionletStripper2 class... 1> Testing forward/forward vol stripping from non-flat term vol surface using OptionletStripper2 class... 1> Testing switch strike level and recalibration of level in case of curve relinking... 1> Testing forward/forward vol stripping from non-flat normal vol term vol surface for normal vol setup using OptionletStripper1 class... 1> Testing forward/forward vol stripping from non-flat normal vol term vol surface for normal vol setup using OptionletStripper1 class... 1> Testing Eonia-swap calculation of fair fixed rate... 1> Testing Eonia-swap calculation of fair floating spread... 1> Testing Eonia-swap calculation against cached value... 1> Testing Eonia-swap curve building... 1> Testing 1-D path generation against cached values... 1> Testing n-D path generation against cached values... 1> Testing period algebra on years/months... 1> Testing period algebra on weeks/days... 1> Testing consistency of piecewise-log-linear discount curve... 1> Testing consistency of piecewise-linear discount curve... 1> Testing consistency of piecewise-linear zero-yield curve... 1> Testing consistency of piecewise-cubic zero-yield curve... 1> Testing consistency of piecewise-linear forward-rate curve... 1> Testing consistency of piecewise-flat forward-rate curve... 1> Testing consistency of convex monotone forward-rate curve... 1> Testing consistency of local-bootstrap algorithm... 1> Testing observability of piecewise yield curve... 1> Testing use of today's LIBOR fixings in swap curve... 1> Testing bootstrap over JPY LIBOR swaps... 1> Testing copying of discount curve... 1> Testing copying of forward-rate curve... 1> Testing copying of zero-rate curve... 1> Testing flat interpolation before the first spreaded date... 1> Testing flat interpolation after the last spreaded date... 1> Testing linear interpolation with more than two spreaded dates... 1> Testing linear interpolation between two dates... 1> Testing backward flat interpolation between two dates... 1> Testing forward flat interpolation between two dates... 1> Testing default interpolation between two dates... 1> Testing factory constructor with additional parameters... 1> Testing term structure max date... 1> Testing quote update... 1> Testing quanto option values... 1> Testing quanto option greeks... 1> Testing quanto-forward option values... 1> Testing quanto-forward option greeks... 1> Testing quanto-forward-performance option values... 1> Testing quanto-barrier option values... 1> Testing observability of quotes... 1> Testing observability of quote handles... 1> Testing derived quotes... 1> Testing composite quotes... 1> Testing forward-value and implied-standard-deviation quotes... 1> Testing risk measures... 1> Testing Gaussian pseudo-random number generation... 1> Testing Poisson pseudo-random number generation... 1> Testing custom Poisson pseudo-random number generation... 1> Testing closest decimal rounding... 1> Testing upward decimal rounding... 1> Testing downward decimal rounding... 1> Testing floor decimal rounding... 1> Testing ceiling decimal rounding... 1> Testing sampled curve construction... 1> Testing schedule with daily frequency... 1> Testing end date for schedule with end-of-month adjustment... 1> Testing that no dates are past the end date with EOM adjustment... 1> Testing that the last date is not adjusted for EOM when termination date convention is unadjusted... 1> Testing that the first date is not adjusted for EOM going backward when termination date convention is unadjusted... 1> Testing that the first date is not duplicated due to EOM convention when going backwards... 1> Testing the constructor taking a vector of dates and possibly additional meta information... 1> Testing that a four-weeks tenor works... 1> Testing Hull-White calibration against cached values using swaptions with start delay... 1> Testing Hull-White calibration with fixed reversion against cached values... 1> Testing Hull-White calibration against cached values using swaptions without start delay... 1> Testing Hull-White swap pricing against known values... 1> Testing Hull-White futures convexity bias... 1> Testing Brent solver... 1> Testing bisection solver... 1> Testing false-position solver... 1> Testing Newton solver... 1> Testing Newton-safe solver... 1> Testing finite-difference Newton-safe solver... 1> Testing Ridder solver... 1> Testing secant solver... 1> Testing statistics... 1> Testing sequence statistics... 1> Testing convergence statistics... 1> Testing incremental statistics... 1> Testing vanilla-swap calculation of fair fixed rate... 1> Testing vanilla-swap calculation of fair floating spread... 1> Testing vanilla-swap dependency on fixed rate... 1> Testing vanilla-swap dependency on floating spread... 1> Testing in-arrears swap calculation... 1> Testing vanilla-swap calculation against cached value... 1> Testing implied swaption vol in LMM using HW approximation... 1> Testing forward-rate coinitial-swap Jacobian... 1> Testing forward-rate constant-maturity swap Jacobian... 1> Testing cash settled swaptions modified annuity... 1> Testing swaption dependency on strike... 1> Testing swaption dependency on spread... 1> Testing swaption treatment of spread... 1> Testing swaption value against cached value... 1> Testing implied volatility for swaptions... 1> Testing swaption vega... 1> Testing swaption volatility cube (atm vols)... 1> Testing swaption volatility cube (smile)... 1> Testing swaption volatility cube (sabr interpolation)... 1> Testing spreaded swaption volatility cube... 1> Testing volatility cube observability... 1> Testing swaption volatility matrix... 1> Testing swaption volatility matrix observability... 1> Testing term structure against evaluation date change... 1> Testing consistency of implied term structure... 1> Testing observability of implied term structure... 1> Testing consistency of forward-spreaded term structure... 1> Testing observability of forward-spreaded term structure... 1> Testing consistency of zero-spreaded term structure... 1> Testing observability of zero-spreaded term structure... 1> Testing that a zero-spreaded curve can be created with a null underlying curve... 1> Testing that an underlying curve can be relinked to a null underlying curve... 1> Testing time series construction... 1> Testing time series interval price... 1> Testing time series iterators... 1> Testing TQR eigenvalue decomposition... 1> Testing TQR zero-off-diagonal eigenvalues... 1> Testing TQR eigenvector decomposition... 1> Testing tracing... 1> Testing transformed grid construction... 1> Testing variance swap with replicating cost engine... 1> Testing variance swap with Monte Carlo engine... 1> Testing volatility model construction... 1> Testing amortizing fixed rate bond... 1> Testing Levy engine for Asians options... 1> Testing Vecer engine for Asian options... 1> Testing perturbative engine for barrier options... 1> Testing barrier FX options against Vanna/Volga values... 1> Testing double-barrier FX options against Vanna/Volga values... 1> Testing delta calculator values... 1> Testing premium-adjusted delta price consistency... 1> Testing put-call parity for deltas... 1> Testing delta-neutral ATM quotations... 1> Testing that catastrophe events are split correctly for periods of whole years... 1> Testing that catastrophe events are split correctly for irregular periods... 1> Testing that catastrophe events are split correctly when there are no simulated events... 1> Testing that beta risk gives correct terminal distribution... 1> Testing floating-rate cat bond against risk-free floating-rate bond... 1> Testing floating-rate cat bond in a doom scenario (certain default)... 1> Testing floating-rate cat bond in a doom once in 10 years scenario... 1> Testing floating-rate cat bond in a doom once in 10 years scenario with proportional notional reduction... 1> Testing floating-rate cat bond in a generated scenario with proportional notional reduction... 1> Testing CDO premiums against Hull-White values for data set 0... 1> Testing CDO premiums against Hull-White values for data set 1... 1> Testing CDO premiums against Hull-White values for data set 2... 1> Testing CDO premiums against Hull-White values for data set 3... 1> Testing CDO premiums against Hull-White values for data set 4... 1> Testing CDS-option value against cached values... 1> Testing analytic simple chooser option... 1> Testing analytic complex chooser option... 1> Testing direct commodity unit of measure conversions... 1> Testing compound-option values and greeks... 1> Testing compound-option put-call parity... 1> Testing out-of-the-money convertible bonds against vanilla bonds... 1> Testing zero-coupon convertible bonds against vanilla option... 1> Testing fixed-coupon convertible bond in known regression case... 1> Testing extended credit risk plus model against reference values... 1> Testing double barrier european options against Haug's values... 1> Testing cash-or-nothing double barrier options against Haug's values... 1> Testing FFT European engines against analytic results... 1> Testing Everest option against cached values... 1> Testing time-dependent JR binomial European engines against analytic results... 1> Testing time-dependent CRR binomial European engines against analytic results... 1> Testing time-dependent EQP binomial European engines against analytic results... 1> Testing time-dependent TGEO binomial European engines against analytic results... 1> Testing time-dependent TIAN binomial European engines against analytic results... 1> Testing time-dependent LR binomial European engines against analytic results... 1> Testing time-dependent Joshi binomial European engines against analytic results... 1> Testing analytic engine for holder-extensible option... 1> Testing analytic engine for writer-extensible option... 1> Testing analytic PDF Heston engine... 1> Testing Fokker-Planck forward equation for BS process... 1> Testing zero-flow BC for the square root process... 1> Testing zero-flow BC for transformed Fokker-Planck forward equation... 1> Testing Fokker-Planck forward equation for the square root process with stationary density... 1> Testing Fokker-Planck forward equation for the square root log process with stationary density... 1> Testing Fokker-Planck forward equation for the square root process with Dirac start... 1> Testing Fokker-Planck forward equation for the Heston process... 1> Testing Fokker-Planck forward equation for the Heston process Log Transformation with leverage LV limiting case... 1> Testing Fokker-Planck forward equation for BS Local Vol process... 1> Testing calibration via vanilla options... 1> Testing Monte-Carlo vs FDM Pricing for Heston SLV models... 1> Testing Monte-Carlo Calibration... 1> Testing double no touch pricing with SLV and mixing... 1> Testing Himalaya option against cached values... 1> Testing conversion from YoY cap-floor surface to YoY inflation term structure... 1> Testing conversion from YoY price surface to YoY volatility surface... 1> Testing European one-asset-for-another option... 1> Testing American one-asset-for-another option... 1> Testing analytic European exchange option greeks... 1> Testing no-arbitrage Sabr absorption matrix... 1> Testing consistency of noarb-sabr with Hagan et al (2002) 1> Testing nth-to-default against Hull-White values with Gaussian copula... 1> Testing nth-to-default against Hull-White values with Gaussian and Student copula... 1> Testing numerical differentiation using the central scheme... 1> Testing numerical differentiation using the backward scheme... 1> Testing numerical differentiation using the Forward scheme... 1> Testing numerical differentiation of first order using an irregular scheme... 1> Testing numerical differentiation of second order using an irregular scheme... 1> Testing numerical differentiation of sin function... 1> Testing coefficients from numerical differentiation by comparison with results from Vandermonde matrix inversion... 1> Testing pagoda option against cached values... 1> Testing analytic engine for partial-time barrier option... 1> Testing quanto-double-barrier option values... 1> Testing density against option prices... 1> Testing Black-Scholes-Merton and Heston densities... 1> Testing Fokker-Planck forward equation for local volatility process to calculate risk neutral densities... 1> Testing probability density for a square root process... 1> Testing Kirk approximation for spread options... 1> Testing extended Ornstein-Uhlenbeck process... 1> Testing Black-Scholes vanilla swing option pricing... 1> Testing finite difference mesher for the Kluge model... 1> Testing finite difference pricer for the Kluge model... 1> Testing simple swing option pricing for Kluge model... 1> Testing two-asset barrier options against Haug's values... 1> Testing analytic engine for two-asset correlation option... 1> Testing variance-gamma model for European options... 1> Testing variance option with integral Heston engine... 1> Testing Geman-Roncoroni process... 1> Testing simple-storage option based on ext. OU model... 1> Testing simple Kluge ext-Ornstein-Uhlenbeck spread option... 1> Testing VPP step condition... 1> Testing VPP pricing using perfect foresight or FDM... 1> Testing KlugeExtOU matrix decomposition... 1> Testing simple covariance models... 1> Testing caplet pricing... 1> Testing forward swap and swaption pricing... 1> Testing calibration of a Libor forward model... 1> Testing caplet LMM process initialisation... 1> Testing caplet LMM lambda bootstrapping... 1> Testing caplet LMM Monte-Carlo caplet pricing... 1> 1> Tests completed in 11 m 52 s 1> 1> 1> Test module "Master Test Suite" has failed with: 1> 644 test cases out of 646 passed 1> 2 test cases out of 646 failed 1> 2 test cases out of 646 aborted 1> 1002058 assertions out of 1002060 passed 1> 2 assertions out of 1002060 failed 1> 1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\V140\Microsoft.CppCommon.targets(133,5): error MSB3073: The command ""C:\tmp\ql18_vc2015\QuantLib-1.8\test-suite\bin\QuantLib-test-suite-vc140-x64-mt.exe" --log_level=message --build_info=yes --result_code=no --report_level=short 1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\V140\Microsoft.CppCommon.targets(133,5): error MSB3073: :VCEnd" exited with code -1. ========== Build: 0 succeeded, 1 failed, 1 up-to-date, 0 skipped ==========