one error when building the test-suite

[pan_shijun]

Hi, all

I encountered one error when building the test-suite, in fact the whole Quantlib files, the ouput window reads:
(Testing Heston model calibration using a flat volatility surface...
unknown location(0): fatal error in "HestonModelTest::testBlackCalibration": std::exception: MINPACK: number of calls to fcn has reached or exceeded maxfev.)
This is the only one reports error in all 250 cases tested, othes are fine.
I read the Quantlib FAQ, it mentions compile errors when building the test-suite are Boost problem, and proposes the edit of boost/test/detail/wrap_stringstream.hpp file(in gcc and Boost 1.32 environment). But this instruction seems not fit my situation. So, anyone can address my problem? Many thanks.

My profile:
1. Visual Studio .net 2003, SDK v1.1, all SDK files(libs, include files, etc.) included
2. boost_1_33_1, building seems fine. C:\Boost directory automatically created, etc.
3. QuantLib-0.3.13
4. Windows XP OEM for IBM T42 notebook, sp2

Besides, the test-suite building process is really slow, it costs me  6h47m32s, while other buildings seems normal. so this is a Visual Studio problem, or only because of CPU?

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[Luigi Ballabio]

On Sat, 2006-11-04 at 03:41 +0800, [hidden email] wrote:
> I encountered one error when building the test-suite, in fact the
> whole Quantlib files, the ouput window reads:
> (Testing Heston model calibration using a flat volatility surface...
> unknown location(0): fatal error in
> "HestonModelTest::testBlackCalibration": std::exception: MINPACK:
> number of calls to fcn has reached or exceeded maxfev.)

Yes, it is a known issue. The solver needs more iterations to converge.
This will be fixed in the upcoming release.

> Besides, the test-suite building process is really slow, it costs me
> 6h47m32s, while other buildings seems normal. so this is a Visual
> Studio problem, or only because of CPU?

It is probably because you're building it in Debug mode. It runs much
faster in Release mode.

Later,
        Luigi


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A programming language is low-level when its programs require attention
to the irrelevant.
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