Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-Quantlib-users-QuantLib-0-9-0-released-tp11534p11535.html
On Tue, 2008-01-01 at 15:51 +0000, Roland Lichters wrote:
> On 12/24/07, Nathan Abbott <
[hidden email]> wrote:
> > I have just run the tests in the testsuite program and have come across
> > these errors. I compile QuantLib with Boost1.34.1 and Visual C++ 2005.
>
> I am looking into it at the moment. You are right, but fortunately the
> error appears with today's date = 24/12/07 only, and not with any
> other date in December. It is related to the new BMA yield curve test
> that depends on three calendars, TARGET, London, New York that treat
> the 26th differently.
Serves me right for making a holiday release... (Bah! Humbug!)
Setting the curve calendar to the joint calendar of NY and London might
work, too. I'll look at your patch in the next days.
Thanks,
Luigi
--
Use every man after his desert, and who shall scape whipping?
-- Hamlet, Act II, scene II
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