Quantlib 0.3.13 PiecewiseYieldCurveTest Failures

Posted by rmeenaks on Jul 27, 2006; 8:16pm
URL: http://quantlib.414.s1.nabble.com/Quantlib-0-3-13-PiecewiseYieldCurveTest-Failures-tp11218.html

Just compiled QuantLib 0.3.13 and had the following tests failed:

Testing consistency of piecewise-log-linear discount curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLogLinearDiscountConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-linear discount curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearDiscountConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-log-linear zero-yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLogLinearZeroConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-linear zero-yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearZeroConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-spline zero-yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testSplineZeroConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-linear forward-rate curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testLinearForwardConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing consistency of piecewise-flat forward-rate curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testFlatForwardConsistency": std::exception: two instruments have the same maturity (August 31st, 2006)
Testing observability of piecewise yield curve...
unknown location(0): fatal error in "PiecewiseYieldCurveTest::testObservability": std::exception: two instruments have the same maturity (August 31st, 2006)


Thanks,

Ram