Bugs item #2881221, was opened at 2009-10-18 12:17
Message generated for change (Comment added) made by lballabio
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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: fatal error
Initial Comment:
Testing swaption volatility matrix...
./swaptionvolatilitymatrix.cpp(214): fatal error in "QuantLib::detail::quantlib_test_case(&SwaptionVolatilityMatrixTest::testSwaptionVolMatrixCoherence)": optionDateFromTenor mismatch for floating reference date, floating market data:
option tenor: 1M
actual option date: November 18th, 2009
exp. option date: November 19th, 2009
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>Comment By: Luigi Ballabio (lballabio)
Date: 2009-10-19 10:38
Message:
On what day was this run?
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