[ quantlib-Bugs-1857551 ] quantlib 0.9.0 PiecewiseYieldCurveTest problem

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[ quantlib-Bugs-1857551 ] quantlib 0.9.0 PiecewiseYieldCurveTest problem

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Bugs item #1857551, was opened at 2007-12-24 06:12
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: quantlib 0.9.0 PiecewiseYieldCurveTest problem

Initial Comment:
Error 1 fatal error in "PiecewiseYieldCurveTest::testLogLinearDiscountConsistency": std::exception: negative time (-0.00277778) given unknown location
Error 2 fatal error in "PiecewiseYieldCurveTest::testLinearDiscountConsistency": std::exception: negative time (-0.00277778) given unknown location
Error 3 fatal error in "PiecewiseYieldCurveTest::testLogLinearZeroConsistency": std::exception: negative time (-0.00277778) given unknown location
Error 4 fatal error in "PiecewiseYieldCurveTest::testLinearZeroConsistency": std::exception: negative time (-0.00277778) given unknown location
Error 5 fatal error in "PiecewiseYieldCurveTest::testSplineZeroConsistency": std::exception: negative time (-0.00277778) given unknown location
Error 6 fatal error in "PiecewiseYieldCurveTest::testLinearForwardConsistency": std::exception: negative time (-0.00277778) given unknown location
Error 7 fatal error in "PiecewiseYieldCurveTest::testFlatForwardConsistency": std::exception: negative time (-0.00277778) given unknown location


Got this when I tried to compile quantlib 0.9.0 on Visual Studio 2005.

- John Maiden

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