Bugs item #1687805, was opened at 2007-03-25 12:56
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: goncha (victor_gonzalez)
Assigned to: Nobody/Anonymous (nobody)
Summary: Error on the TestSuite project within the QuantLibAll_vc8
Initial Comment:
Can anyone help to identify this error when building the testsuite project and let me know whether is a known bug and how can be fixed?
I have sucessfully installed QuantLib, and then decided to installed the XLAddIn, which compiles perfectly too but then when asked by the tutorial reference on the web to build the testsuite in order to check the QuantLib project, the compiler throw the error below which relates to cap volatilities.
I built
I look forward to hearing from you
Thank you
Victor
Testing flat-volatility stripping...
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y
strike: 3%
volatility=: 0.179926
relativeError=: -0.0412448
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y
strike: 4%
volatility=: 0.179893
relativeError=: -0.0595946
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y
strike: 5%
volatility=: 0.17991
relativeError=: -0.0502123
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y
strike: 6%
volatility=: 0.179941
relativeError=: -0.0327453
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 2Y
strike: 7%
volatility=: 0.179967
relativeError=: -0.0184223
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 3Y
strike: 4%
volatility=: 0.180023
relativeError=: 0.0127118
-------------
./capstripper.cpp(234): error in "CapsStripperTest::FlatVolatilityStripping": tenor: 3Y
strike: 5%
volatility=: 0.180021
relativeError=: 0.0114133
On completion:
Tests completed in 17 m 31 s
Test suite "QuantLib test suite" failed with:
279 assertions out of 287 passed
8 assertions out of 287 failed
277 test cases out of 279 passed
2 test cases out of 279 failed
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