Fatal error in test suite "QuantLib test suite" in QuantLib 0.9.6

Posted by Georgy Jikia on
URL: http://quantlib.414.s1.nabble.com/Fatal-error-in-test-suite-QuantLib-test-suite-in-QuantLib-0-9-6-tp12244.html

I did not see this error being posted yet:

 

./optionletstripper.cpp(361): fatal error in "QuantLib::detail::quantlib_test_case(&OptionletStripperTest::testTermVolatilityStripping1)":
option tenor:       20Y
strike:             4.000000 %
stripped vol price: 8.178939 %
constant vol price: 8.180508 %
error:              0.001569 %
tolerance:          0.001500 %
 

I think the error was not present in QuantLib 0.9.5.

 

Regards,

Georgy

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