Bugs item #1857551, was opened at 2007-12-24 06:12
Message generated for change (Comment added) made by nobody
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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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Comment By: Nobody/Anonymous (nobody)
Date: 2008-01-18 13:58
Message:
Logged In: NO
-0.002778 year is one day. So in your calander the settlement date is one
day later than one swap rate date earlst date. please see post
http://sourceforge.net/mailarchive/forum.php?thread_name=389329.86356.qm%40web31410.mail.mud.yahoo.com&forum_name=quantlib-users----------------------------------------------------------------------
Comment By: Nobody/Anonymous (nobody)
Date: 2007-12-24 06:14
Message:
Logged In: NO
Forgot to add that this compiled with Debug CRTDLL without problems, but
this popped up for Release CRTDLL.
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